+540.6%
A vs COPX
+198.0%
+342.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.1% | -6.8% | -4.2% |
| 7D | -2.1% | +5.8% | -7.8% | -4.2% |
| 30D | +0.6% | +7.2% | -6.6% | -2.2% |
| 3M | +10.9% | +16.5% | -5.6% | +3.3% |
| 6M | +28.2% | +18.4% | +9.7% | +16.8% |
| YTD | +8.6% | +31.9% | -23.3% | -6.7% |
| 1Y | +15.5% | +88.5% | -73.0% | -15.0% |
| 3Y | +31.8% | +173.1% | -141.3% | -19.7% |
| 5Y | -14.9% | +193.1% | -208.0% | -51.7% |
| 10Y | +237.8% | +591.7% | -353.9% | +15.7% |
| All | +540.6% | +198.0% | +342.6% | +232.7% |
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