+29.5%
A vs COPX
+149.6%
-120.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | +0.6% |
| 7D | -4.6% | -2.9% | -1.7% | -4.0% |
| 30D | -4.3% | 0.0% | -4.3% | -4.4% |
| 3M | +8.9% | +14.8% | -5.9% | +4.4% |
| 6M | +24.5% | +7.0% | +17.5% | +20.6% |
| YTD | +5.8% | +23.8% | -18.0% | -3.6% |
| 1Y | +16.2% | +75.7% | -59.5% | -6.6% |
| All | +29.5% | +149.6% | -120.1% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling