+464.9%
AXP vs COPX
+592.9%
-128.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.7% |
| 7D | +0.6% | +5.8% | -5.2% | -1.8% |
| 30D | -4.3% | +7.2% | -11.6% | -7.3% |
| 3M | +4.7% | +16.5% | -11.8% | -2.9% |
| 6M | +9.0% | +18.4% | -9.5% | -1.6% |
| YTD | -11.1% | +31.9% | -43.0% | -25.2% |
| 1Y | +1.3% | +88.5% | -87.2% | -28.7% |
| 3Y | +114.5% | +173.1% | -58.6% | +19.5% |
| 5Y | +118.0% | +193.1% | -75.1% | +11.8% |
| 10Y | +464.9% | +591.7% | -126.8% | +53.9% |
| All | +464.9% | +592.9% | -128.0% | +53.9% |
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 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