+201.4%
B vs COPX
+583.8%
-382.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -2.4% | -2.3% | 0.0% | -1.5% |
| 30D | +6.3% | +0.3% | +6.1% | +6.2% |
| 3M | +12.1% | +6.8% | +5.3% | +9.0% |
| 6M | -3.1% | +7.9% | -11.0% | -6.1% |
| YTD | +2.0% | +23.7% | -21.8% | -5.9% |
| 1Y | +51.7% | +71.5% | -19.9% | +24.1% |
| 3Y | +190.5% | +149.1% | +41.4% | +105.9% |
| 5Y | +158.0% | +167.3% | -9.4% | +75.5% |
| All | +201.4% | +583.8% | -382.4% | +37.0% |
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