+2.7%
AA vs COPX
+167.3%
-164.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -7.0% | +2.2% | +2.0% |
| 7D | -5.4% | -2.9% | -2.5% | -2.9% |
| 30D | -10.7% | 0.0% | -10.7% | -11.2% |
| 3M | -26.2% | +14.8% | -41.0% | -36.9% |
| 6M | -20.9% | +7.0% | -28.0% | -29.7% |
| YTD | -8.6% | +23.8% | -32.5% | -32.6% |
| 1Y | +57.4% | +75.7% | -18.3% | -21.2% |
| 3Y | +77.8% | +156.4% | -78.6% | -43.7% |
| 5Y | +2.7% | +167.6% | -164.9% | -66.7% |
| All | +2.7% | +167.3% | -164.6% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling