-45.2%
INTU vs COPX
+31.7%
-77.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.5% | +4.3% |
| 7D | +8.7% | -3.0% | +11.6% | +7.9% |
| 30D | +25.9% | -13.6% | +39.5% | +22.3% |
| 3M | +10.7% | -11.2% | +22.0% | +8.6% |
| 6M | -11.6% | -2.4% | -9.2% | -10.6% |
| YTD | -45.4% | +4.2% | -49.6% | -47.1% |
| 1Y | -45.2% | +32.2% | -77.4% | -49.6% |
| All | -45.2% | +31.7% | -77.0% | -49.6% |
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