+560.4%
ADSK vs COPX
+179.5%
+380.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -2.3% | -0.2% | -1.9% |
| 30D | -14.9% | +0.3% | -15.1% | -15.4% |
| 3M | +3.3% | +6.8% | -3.5% | -1.2% |
| 6M | -15.7% | +7.9% | -23.6% | -21.9% |
| YTD | -28.2% | +23.7% | -52.0% | -38.9% |
| 1Y | -34.5% | +71.5% | -106.1% | -52.6% |
| 3Y | -2.9% | +149.1% | -152.0% | -43.9% |
| 5Y | -25.3% | +167.3% | -192.7% | -59.8% |
| 10Y | +217.8% | +568.5% | -350.8% | -0.9% |
| All | +560.4% | +179.5% | +380.9% | +209.6% |
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