+115.4%
ALL vs COPX
+167.3%
-51.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -0.3% |
| 7D | -4.3% | -2.9% | -1.4% | -4.2% |
| 30D | -3.6% | 0.0% | -3.6% | -3.7% |
| 3M | +13.2% | +14.8% | -1.6% | +11.8% |
| 6M | +22.5% | +7.0% | +15.4% | +21.1% |
| YTD | +22.7% | +23.8% | -1.1% | +18.1% |
| 1Y | +28.3% | +75.7% | -47.4% | +16.9% |
| 3Y | +152.0% | +156.4% | -4.4% | +109.3% |
| 5Y | +115.4% | +167.6% | -52.1% | +74.1% |
| All | +115.4% | +167.3% | -51.8% | +74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling