-92.1%
AAOX vs COPX
+5.1%
-97.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.0% | +4.0% | -18.9% | -24.7% |
| 7D | -50.3% | -3.0% | -47.3% | -46.6% |
| 30D | -79.8% | -13.6% | -66.2% | -68.9% |
| 3M | -85.9% | -11.2% | -74.7% | -79.9% |
| 6M | -95.7% | -2.4% | -93.3% | -93.4% |
| All | -92.1% | +5.1% | -97.3% | -88.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling