+786.8%
AXP vs COPX
+186.2%
+600.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | -2.1% | -4.0% | +1.9% | -0.6% |
| 30D | -6.5% | +4.5% | -11.1% | -8.3% |
| 3M | +4.6% | +0.8% | +3.8% | +3.0% |
| 6M | +5.4% | +3.2% | +2.2% | +1.4% |
| YTD | -11.1% | +26.7% | -37.8% | -22.6% |
| 1Y | -0.3% | +85.7% | -86.0% | -26.5% |
| 3Y | +111.6% | +151.2% | -39.6% | +32.3% |
| 5Y | +117.6% | +170.0% | -52.4% | +27.9% |
| 10Y | +474.1% | +572.9% | -98.8% | +114.5% |
| All | +786.8% | +186.2% | +600.6% | +314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling