+26.6%
BA vs COPX
+327.1%
-300.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.7% | +2.2% |
| 7D | 0.0% | +1.6% | -1.6% | -1.0% |
| 30D | -8.9% | -15.0% | +6.1% | -1.9% |
| 3M | -25.5% | -18.6% | -6.9% | -18.8% |
| 6M | -27.0% | -14.9% | -12.0% | -23.4% |
| YTD | -20.1% | +1.8% | -22.0% | -26.4% |
| 1Y | -11.0% | +19.7% | -30.7% | -25.4% |
| 3Y | -11.8% | +140.9% | -152.7% | -53.4% |
| 5Y | -20.6% | +130.6% | -151.2% | -59.1% |
| 10Y | +26.6% | +326.5% | -299.8% | -62.9% |
| All | +26.6% | +327.1% | -300.5% | -62.9% |
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 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