+26.5%
BAC vs COPX
+84.7%
-58.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | +0.6% | -4.0% | +4.6% | +1.0% |
| 30D | -0.9% | +4.5% | -5.4% | -1.4% |
| 3M | +16.3% | +0.8% | +15.5% | +15.7% |
| 6M | +26.0% | +3.2% | +22.8% | +23.9% |
| YTD | +15.2% | +26.7% | -11.5% | +8.6% |
| 1Y | +26.5% | +85.7% | -59.2% | +20.1% |
| All | +26.5% | +84.7% | -58.2% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling