+41.1%
AR vs COPX
+584.4%
-543.3%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +3.6% |
| 7D | -1.3% | -2.9% | +1.6% | -0.1% |
| 30D | +3.5% | 0.0% | +3.5% | +2.8% |
| 3M | +9.9% | +14.8% | -4.9% | -0.2% |
| 6M | +4.5% | +7.0% | -2.5% | -5.3% |
| YTD | +13.7% | +23.8% | -10.2% | -8.4% |
| 1Y | +19.2% | +75.7% | -56.5% | -23.1% |
| 3Y | +46.2% | +156.4% | -110.2% | -30.0% |
| 5Y | +145.9% | +167.6% | -21.7% | +10.9% |
| All | +41.1% | +584.4% | -543.3% | -65.1% |
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