+68.1%
ACWI vs COPX
+186.1%
-118.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.6% |
| 7D | +1.1% | +5.8% | -4.7% | -0.6% |
| 30D | -0.2% | +7.2% | -7.4% | -2.3% |
| 3M | +4.7% | +16.5% | -11.8% | -0.5% |
| 6M | +14.5% | +18.4% | -4.0% | +7.3% |
| YTD | +14.6% | +31.9% | -17.3% | +2.9% |
| 1Y | +21.4% | +88.5% | -67.1% | -3.1% |
| 3Y | +77.6% | +173.1% | -95.5% | +21.3% |
| 5Y | +68.1% | +193.1% | -125.0% | +10.1% |
| All | +68.1% | +186.1% | -118.0% | +10.1% |
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