+53.7%
B vs COPX
+186.2%
-132.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.9% |
| 7D | -1.6% | -4.0% | +2.4% | +0.3% |
| 30D | +9.4% | +4.5% | +4.9% | +7.4% |
| 3M | +5.0% | +0.8% | +4.2% | +4.7% |
| 6M | -3.5% | +3.2% | -6.7% | -4.9% |
| YTD | +4.5% | +26.7% | -22.3% | -5.3% |
| 1Y | +67.8% | +85.7% | -17.9% | +29.8% |
| 3Y | +196.7% | +151.2% | +45.5% | +99.8% |
| 5Y | +151.9% | +170.0% | -18.1% | +60.6% |
| 10Y | +202.2% | +572.9% | -370.8% | +18.9% |
| All | +53.7% | +186.2% | -132.5% | -13.9% |
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