-17.4%
AA vs COPX
+107.3%
-124.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | +0.6% |
| 7D | +0.5% | -2.8% | +3.3% | +3.3% |
| 30D | -0.6% | -14.3% | +13.7% | +14.7% |
| 3M | -19.7% | -19.0% | -0.6% | -3.4% |
| 6M | -41.6% | -24.4% | -17.2% | -26.1% |
| YTD | -24.6% | -3.2% | -21.4% | -30.3% |
| 1Y | +4.9% | +15.2% | -10.3% | -19.9% |
| 3Y | +66.8% | +127.6% | -60.8% | -42.9% |
| All | -17.4% | +107.3% | -124.7% | -66.4% |
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