+396.9%
APP vs COPX
+155.4%
+241.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.9% |
| 30D | +6.6% | +0.3% | +6.4% | +5.5% |
| 3M | -32.3% | +6.8% | -39.1% | -35.8% |
| 6M | -29.8% | +7.9% | -37.7% | -35.7% |
| YTD | -51.9% | +23.7% | -75.7% | -59.4% |
| 1Y | -43.3% | +71.5% | -114.8% | -61.1% |
| 3Y | +664.1% | +149.1% | +515.0% | +313.5% |
| 5Y | +318.7% | +167.3% | +151.3% | +113.3% |
| All | +396.9% | +155.4% | +241.5% | +154.1% |
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