+23.3%
BA vs COPX
+307.7%
-284.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.2% |
| 7D | -1.1% | -2.8% | +1.7% | +0.1% |
| 30D | -7.1% | -14.3% | +7.2% | -0.4% |
| 3M | -25.5% | -19.0% | -6.5% | -18.7% |
| 6M | -28.7% | -24.4% | -4.3% | -20.6% |
| YTD | -21.0% | -3.2% | -17.8% | -25.4% |
| 1Y | -11.9% | +15.2% | -27.0% | -24.8% |
| 3Y | -16.2% | +127.6% | -143.8% | -54.5% |
| 5Y | -22.4% | +106.0% | -128.4% | -57.3% |
| All | +23.3% | +307.7% | -284.4% | -63.2% |
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