-24.2%
AR vs COPX
+311.8%
-336.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +2.5% | -4.0% | +6.5% | +4.4% |
| 30D | +14.8% | +4.5% | +10.3% | +11.8% |
| 3M | +6.2% | +0.8% | +5.4% | +3.3% |
| 6M | +4.3% | +3.2% | +1.1% | -3.4% |
| YTD | +14.4% | +26.7% | -12.3% | -7.9% |
| 1Y | +21.3% | +85.7% | -64.3% | -22.5% |
| 3Y | +39.8% | +151.2% | -111.4% | -29.1% |
| 5Y | +142.1% | +170.0% | -27.9% | +14.7% |
| 10Y | +52.0% | +572.9% | -520.9% | -59.9% |
| All | -24.2% | +311.8% | -336.0% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling