+237.1%
AU vs COPX
+179.8%
+57.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.0% | +2.7% | -0.6% |
| 7D | -7.0% | -2.9% | -4.1% | -5.7% |
| 30D | +7.3% | 0.0% | +7.3% | +7.5% |
| 3M | +33.2% | +14.8% | +18.4% | +24.4% |
| 6M | -0.6% | +7.0% | -7.7% | -3.1% |
| YTD | +26.2% | +23.8% | +2.3% | +15.2% |
| 1Y | +68.3% | +75.7% | -7.4% | +30.3% |
| 3Y | +592.1% | +156.4% | +435.7% | +342.7% |
| 5Y | +685.3% | +167.6% | +517.7% | +386.5% |
| 10Y | +682.5% | +569.1% | +113.4% | +186.3% |
| All | +237.1% | +179.8% | +57.3% | +86.9% |
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