+115.4%
AXP vs COPX
+158.0%
-42.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.1% | -4.0% | +1.9% | -1.3% |
| 30D | -6.5% | +4.5% | -11.1% | -7.5% |
| 3M | +4.6% | +0.8% | +3.8% | +3.9% |
| 6M | +5.4% | +3.2% | +2.2% | +3.5% |
| YTD | -11.1% | +26.7% | -37.8% | -18.4% |
| 1Y | -0.3% | +85.7% | -86.0% | -19.1% |
| All | +115.4% | +158.0% | -42.6% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling