+424.9%
AXP vs COPX
+322.8%
+102.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -2.9% | -1.5% | -1.3% | -2.4% |
| 30D | +3.7% | -14.0% | +17.7% | +9.8% |
| 3M | -4.9% | -17.1% | +12.2% | +1.5% |
| 6M | +4.1% | -15.9% | +20.0% | +8.6% |
| YTD | -11.7% | +2.6% | -14.3% | -18.4% |
| 1Y | -11.7% | +21.6% | -33.3% | -24.9% |
| 3Y | +116.5% | +142.7% | -26.2% | +23.5% |
| 5Y | +89.5% | +122.2% | -32.7% | +8.5% |
| 10Y | +424.9% | +338.8% | +86.1% | +65.0% |
| All | +424.9% | +322.8% | +102.1% | +65.0% |
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 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