+371.6%
ALL vs COPX
+307.7%
+63.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.8% |
| 7D | +5.0% | -2.8% | +7.9% | +5.5% |
| 30D | +13.3% | -14.3% | +27.7% | +16.1% |
| 3M | +3.2% | -19.0% | +22.2% | +6.4% |
| 6M | +25.3% | -24.4% | +49.8% | +29.7% |
| YTD | +30.5% | -3.2% | +33.7% | +25.5% |
| 1Y | +29.2% | +15.2% | +14.0% | +18.9% |
| 3Y | +119.1% | +127.6% | -8.5% | +61.8% |
| 5Y | +162.6% | +106.0% | +56.6% | +93.4% |
| All | +371.6% | +307.7% | +63.9% | +140.4% |
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 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