+6.1%
B vs COPX
+14.3%
-8.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -0.7% |
| 7D | -6.2% | +1.1% | -7.3% | -6.9% |
| 30D | -6.6% | -15.9% | +9.3% | +6.0% |
| 3M | -7.9% | -19.6% | +11.7% | +7.7% |
| 6M | -16.8% | -21.5% | +4.7% | -1.6% |
| YTD | -11.7% | -0.8% | -10.9% | -10.1% |
| All | +6.1% | +14.3% | -8.2% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling