+269.9%
ALB vs COPX
+198.0%
+71.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.1% | -1.5% | +0.1% |
| 7D | -4.4% | +5.8% | -10.2% | -7.7% |
| 30D | -1.2% | +7.2% | -8.4% | -5.7% |
| 3M | -13.3% | +16.5% | -29.8% | -22.0% |
| 6M | -19.8% | +18.4% | -38.2% | -29.9% |
| YTD | -7.9% | +31.9% | -39.8% | -25.2% |
| 1Y | +60.2% | +88.5% | -28.3% | +4.2% |
| 3Y | -26.4% | +173.1% | -199.5% | -61.6% |
| 5Y | -42.5% | +193.1% | -235.6% | -71.7% |
| 10Y | +83.0% | +591.7% | -508.7% | -47.2% |
| All | +269.9% | +198.0% | +71.9% | +65.4% |
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