+959.1%
ALL vs COPX
+186.2%
+772.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | 0.0% | -4.0% | +4.0% | +0.9% |
| 30D | -1.5% | +4.5% | -6.0% | -2.7% |
| 3M | +23.6% | +0.8% | +22.8% | +22.0% |
| 6M | +22.3% | +3.2% | +19.2% | +18.8% |
| YTD | +26.5% | +26.7% | -0.2% | +15.4% |
| 1Y | +27.0% | +85.7% | -58.7% | +4.1% |
| 3Y | +149.6% | +151.2% | -1.6% | +81.9% |
| 5Y | +118.1% | +170.0% | -51.9% | +50.8% |
| 10Y | +369.0% | +572.9% | -204.0% | +126.4% |
| All | +959.1% | +186.2% | +772.9% | +514.6% |
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