+403.9%
ACWI vs COPX
+186.2%
+217.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | +0.5% | -4.0% | +4.5% | +1.9% |
| 30D | +0.9% | +4.5% | -3.7% | -0.9% |
| 3M | +2.4% | +0.8% | +1.6% | +1.1% |
| 6M | +12.4% | +3.2% | +9.2% | +9.0% |
| YTD | +15.2% | +26.7% | -11.6% | +2.8% |
| 1Y | +22.7% | +85.7% | -63.0% | -5.1% |
| 3Y | +75.8% | +151.2% | -75.4% | +17.7% |
| 5Y | +67.7% | +170.0% | -102.3% | +5.9% |
| 10Y | +229.0% | +572.9% | -343.9% | +34.3% |
| All | +403.9% | +186.2% | +217.7% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling