+329.1%
APP vs COPX
+193.3%
+135.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.8% |
| 7D | -4.4% | +6.0% | -10.4% | -7.9% |
| 30D | -10.0% | +6.4% | -16.4% | -13.9% |
| 3M | -41.4% | +19.3% | -60.7% | -48.2% |
| 6M | -41.0% | +16.2% | -57.3% | -48.6% |
| YTD | -54.7% | +33.2% | -87.9% | -64.0% |
| 1Y | -45.3% | +90.2% | -135.6% | -66.1% |
| 3Y | +624.3% | +175.7% | +448.6% | +243.8% |
| 5Y | +329.1% | +193.1% | +136.0% | +85.9% |
| All | +329.1% | +193.3% | +135.8% | +85.9% |
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