+216.9%
B vs COPX
+318.2%
-101.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -1.7% |
| 7D | -6.2% | +1.1% | -7.3% | -6.6% |
| 30D | -6.6% | -15.9% | +9.3% | +0.8% |
| 3M | -7.9% | -19.6% | +11.7% | +1.3% |
| 6M | -16.8% | -21.5% | +4.7% | -7.6% |
| YTD | -11.7% | -0.8% | -10.9% | -10.2% |
| 1Y | +3.5% | +15.2% | -11.7% | -0.5% |
| 3Y | +165.7% | +134.7% | +31.0% | +96.5% |
| 5Y | +108.4% | +111.3% | -2.9% | +56.7% |
| All | +216.9% | +318.2% | -101.3% | +94.5% |
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 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