+51.4%
PYPL vs COPX
+455.6%
-404.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +2.7% | -4.0% | +6.7% | +4.2% |
| 30D | -4.9% | +4.5% | -9.4% | -6.5% |
| 3M | +28.9% | +0.8% | +28.0% | +27.0% |
| 6M | +18.2% | +3.2% | +15.1% | +13.8% |
| YTD | -5.0% | +26.7% | -31.7% | -17.3% |
| 1Y | -18.8% | +85.7% | -104.5% | -39.9% |
| 3Y | -12.6% | +151.2% | -163.7% | -44.5% |
| 5Y | -80.8% | +170.0% | -250.8% | -88.4% |
| 10Y | +49.9% | +572.9% | -523.0% | -40.8% |
| All | +51.4% | +455.6% | -404.2% | -36.8% |
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