+158.8%
B vs COPX
+193.3%
-34.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +1.0% | +6.0% | -4.9% | -2.3% |
| 30D | +9.5% | +6.4% | +3.1% | +5.7% |
| 3M | +14.3% | +19.3% | -4.9% | +3.5% |
| 6M | -1.9% | +16.2% | -18.1% | -10.1% |
| YTD | +4.1% | +33.2% | -29.1% | -10.7% |
| 1Y | +56.1% | +90.2% | -34.1% | +12.0% |
| 3Y | +202.0% | +175.7% | +26.3% | +77.2% |
| 5Y | +158.8% | +193.1% | -34.3% | +44.1% |
| All | +158.8% | +193.3% | -34.5% | +44.1% |
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 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