+1,281.6%
AJG vs COPX
+179.5%
+1,102.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -8.3% | -2.3% | -5.9% | -7.9% |
| 30D | -5.7% | +0.3% | -5.9% | -5.9% |
| 3M | +9.1% | +6.8% | +2.3% | +6.7% |
| 6M | +15.2% | +7.9% | +7.3% | +11.0% |
| YTD | -6.3% | +23.7% | -30.0% | -13.5% |
| 1Y | -19.1% | +71.5% | -90.7% | -31.5% |
| 3Y | +8.2% | +149.1% | -140.9% | -19.2% |
| 5Y | +75.6% | +167.3% | -91.7% | +25.1% |
| 10Y | +471.1% | +568.5% | -97.4% | +192.3% |
| All | +1,281.6% | +179.5% | +1,102.1% | +720.0% |
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