+209.5%
BA vs COPX
+125.0%
+84.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | -0.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.5% |
| 30D | -7.9% | -14.8% | +6.8% | -1.7% |
| 3M | -25.3% | -17.2% | -8.1% | -19.8% |
| 6M | -24.6% | -14.5% | -10.1% | -21.4% |
| YTD | -20.1% | -0.4% | -19.7% | -24.3% |
| 1Y | -11.8% | +21.9% | -33.6% | -24.2% |
| 3Y | -10.1% | +123.7% | -133.9% | -44.4% |
| 5Y | -22.7% | +121.8% | -144.6% | -53.5% |
| 10Y | +35.1% | +397.9% | -362.8% | -47.1% |
| All | +209.5% | +125.0% | +84.6% | +48.0% |
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