+114.9%
AXP vs COPX
+128.6%
-13.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.3% |
| 7D | -0.1% | -2.8% | +2.7% | +0.4% |
| 30D | +4.4% | -14.3% | +18.8% | +7.5% |
| 3M | -6.4% | -19.0% | +12.6% | -2.9% |
| 6M | +4.2% | -24.4% | +28.6% | +8.9% |
| YTD | -12.4% | -3.2% | -9.1% | -15.3% |
| 1Y | -11.1% | +15.2% | -26.3% | -18.3% |
| 3Y | +114.9% | +127.6% | -12.8% | +53.1% |
| All | +114.9% | +128.6% | -13.7% | +53.1% |
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