+123.4%
AS vs COPX
+99.4%
+24.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.1% |
| 7D | -4.9% | -2.8% | -2.0% | -3.8% |
| 30D | +3.9% | -14.3% | +18.2% | +10.0% |
| 3M | -9.6% | -19.0% | +9.4% | -2.8% |
| 6M | -8.7% | -24.4% | +15.8% | -0.1% |
| YTD | -19.8% | -3.2% | -16.6% | -23.8% |
| 1Y | -1.5% | +15.2% | -16.7% | -14.4% |
| All | +123.4% | +99.4% | +24.0% | +57.2% |
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