+247.4%
A vs COPX
+583.8%
-336.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -2.6% | -2.3% | -0.3% | -2.0% |
| 30D | -0.9% | +0.3% | -1.1% | -1.2% |
| 3M | +13.6% | +6.8% | +6.8% | +10.2% |
| 6M | +27.8% | +7.9% | +19.9% | +21.9% |
| YTD | +8.6% | +23.7% | -15.1% | -2.5% |
| 1Y | +16.9% | +71.5% | -54.7% | -7.4% |
| 3Y | +32.9% | +149.1% | -116.2% | -10.7% |
| 5Y | -14.1% | +167.3% | -181.4% | -45.5% |
| All | +247.4% | +583.8% | -336.4% | +43.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling