+231.8%
ACWI vs COPX
+606.7%
-374.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.9% |
| 7D | 0.0% | +6.0% | -6.0% | -2.0% |
| 30D | -0.6% | +6.4% | -7.0% | -2.8% |
| 3M | +4.3% | +19.3% | -15.0% | -2.5% |
| 6M | +12.7% | +16.2% | -3.6% | +5.2% |
| YTD | +13.9% | +33.2% | -19.2% | +0.4% |
| 1Y | +20.5% | +90.2% | -69.7% | -6.9% |
| 3Y | +76.5% | +175.7% | -99.1% | +15.3% |
| 5Y | +67.5% | +193.1% | -125.6% | +3.5% |
| 10Y | +231.8% | +619.4% | -387.6% | +32.5% |
| All | +231.8% | +606.7% | -374.9% | +32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling