-6.9%
IDXX vs COPX
+22.8%
-29.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.8% | +1.8% | -3.3% |
| 7D | +16.4% | -7.5% | +23.9% | +17.5% |
| 30D | +30.1% | -18.6% | +48.7% | +32.8% |
| 3M | +14.7% | -19.0% | +33.7% | +16.9% |
| 6M | +19.1% | -9.9% | +29.0% | +18.7% |
| YTD | -0.9% | -1.8% | +1.0% | -4.4% |
| 1Y | -6.9% | +21.6% | -28.5% | -16.7% |
| All | -6.9% | +22.8% | -29.6% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling