+143.7%
AR vs COPX
+193.3%
-49.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -1.2% | +6.0% | -7.2% | -3.3% |
| 30D | +5.5% | +6.4% | -0.9% | +2.9% |
| 3M | +12.9% | +19.3% | -6.4% | +4.1% |
| 6M | +0.1% | +16.2% | -16.2% | -9.2% |
| YTD | +13.5% | +33.2% | -19.6% | -6.6% |
| 1Y | +21.6% | +90.2% | -68.7% | -18.3% |
| 3Y | +46.0% | +175.7% | -129.7% | -25.9% |
| 5Y | +143.7% | +193.1% | -49.4% | +14.6% |
| All | +143.7% | +193.3% | -49.5% | +14.6% |
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 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