+390.0%
ACWI vs COPX
+131.8%
+258.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -0.7% | -1.5% | +0.9% | -0.2% |
| 30D | -2.0% | -14.0% | +12.0% | +3.0% |
| 3M | -2.2% | -17.1% | +15.0% | +3.7% |
| 6M | +1.9% | -15.9% | +17.8% | +6.3% |
| YTD | +12.0% | +2.6% | +9.4% | +7.0% |
| 1Y | +12.5% | +21.6% | -9.1% | +0.9% |
| 3Y | +75.4% | +142.7% | -67.3% | +17.9% |
| 5Y | +61.5% | +122.2% | -60.7% | +8.9% |
| 10Y | +227.1% | +338.8% | -111.6% | +55.3% |
| All | +390.0% | +131.8% | +258.2% | +181.2% |
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