+54.3%
AR vs COPX
+307.7%
-253.4%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.3% |
| 7D | +7.4% | -2.8% | +10.2% | +8.6% |
| 30D | +5.8% | -14.3% | +20.1% | +13.1% |
| 3M | +5.2% | -19.0% | +24.3% | +14.4% |
| 6M | +5.4% | -24.4% | +29.9% | +15.5% |
| YTD | +12.4% | -3.2% | +15.7% | +0.8% |
| 1Y | +12.8% | +15.2% | -2.3% | -9.3% |
| 3Y | +47.2% | +127.6% | -80.4% | -28.5% |
| 5Y | +101.1% | +106.0% | -4.9% | +1.0% |
| All | +54.3% | +307.7% | -253.4% | -54.3% |
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