+217.6%
BAC vs COPX
+307.7%
-90.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.0% |
| 7D | +3.2% | -2.8% | +6.1% | +4.3% |
| 30D | -0.7% | -14.3% | +13.6% | +5.3% |
| 3M | -20.0% | -19.0% | -0.9% | -13.7% |
| 6M | +3.4% | -24.4% | +27.8% | +12.9% |
| YTD | -5.7% | -3.2% | -2.5% | -10.6% |
| 1Y | -1.4% | +15.2% | -16.6% | -13.9% |
| 3Y | +97.9% | +127.6% | -29.7% | +16.5% |
| 5Y | +22.9% | +106.0% | -83.1% | -27.4% |
| All | +217.6% | +307.7% | -90.1% | +3.2% |
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