-7.2%
INTU vs COPX
-23.3%
+16.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +3.0% | -0.2% |
| 7D | +0.1% | -2.8% | +2.9% | -0.6% |
| 30D | +10.1% | -14.3% | +24.4% | +6.2% |
| 3M | -4.2% | -19.0% | +14.9% | -8.2% |
| 6M | -7.2% | -24.4% | +17.2% | -11.3% |
| All | -7.2% | -23.3% | +16.1% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling