+73.4%
ALB vs COPX
+583.8%
-510.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -6.9% | -2.3% | -4.6% | -5.6% |
| 30D | -8.4% | +0.3% | -8.7% | -9.1% |
| 3M | -25.9% | +6.8% | -32.7% | -30.3% |
| 6M | -29.7% | +7.9% | -37.6% | -35.8% |
| YTD | -16.5% | +23.7% | -40.2% | -31.2% |
| 1Y | +58.7% | +71.5% | -12.8% | +3.8% |
| 3Y | -34.0% | +149.1% | -183.1% | -66.7% |
| 5Y | -48.3% | +167.3% | -215.6% | -75.7% |
| All | +73.4% | +583.8% | -510.4% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling