-11.4%
EWZ vs COPX
+118.6%
-129.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +2.7% |
| 7D | +0.8% | -2.8% | +3.6% | +2.2% |
| 30D | -24.4% | -14.3% | -10.0% | -18.3% |
| 3M | -4.6% | -19.0% | +14.5% | +5.5% |
| 6M | -11.6% | -24.4% | +12.9% | -0.4% |
| YTD | +2.4% | -3.2% | +5.6% | -2.1% |
| 1Y | +2.1% | +15.2% | -13.1% | -12.0% |
| 3Y | +18.7% | +127.6% | -108.9% | -35.5% |
| 5Y | +54.2% | +106.0% | -51.8% | -15.2% |
| 10Y | +65.9% | +313.7% | -247.8% | -46.0% |
| All | -11.4% | +118.6% | -129.9% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling