+29.1%
B vs COPX
+118.6%
-89.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.5% |
| 7D | -7.3% | -2.8% | -4.5% | -6.1% |
| 30D | -3.3% | -14.3% | +11.0% | +3.7% |
| 3M | -7.8% | -19.0% | +11.3% | +1.5% |
| 6M | -15.5% | -24.4% | +8.9% | -4.2% |
| YTD | -12.3% | -3.2% | -9.0% | -10.3% |
| 1Y | +5.4% | +15.2% | -9.8% | +0.2% |
| 3Y | +165.5% | +127.6% | +37.9% | +88.6% |
| 5Y | +107.0% | +106.0% | +1.0% | +49.6% |
| 10Y | +210.6% | +313.7% | -103.1% | +53.4% |
| All | +29.1% | +118.6% | -89.4% | -18.5% |
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 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