+89.6%
AXP vs COPX
+119.7%
-30.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.6% |
| 7D | +0.6% | -1.0% | +1.6% | +0.8% |
| 30D | +5.8% | -14.8% | +20.6% | +10.4% |
| 3M | -6.0% | -17.2% | +11.2% | -1.6% |
| 6M | +0.3% | -14.5% | +14.8% | +2.8% |
| YTD | -12.3% | -0.4% | -11.8% | -16.6% |
| 1Y | -11.2% | +21.9% | -33.1% | -21.7% |
| 3Y | +117.0% | +123.7% | -6.7% | +42.5% |
| All | +89.6% | +119.7% | -30.1% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling