+391.9%
BAC vs COPX
+584.4%
-192.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +2.7% |
| 7D | -0.3% | -2.9% | +2.6% | +0.7% |
| 30D | -1.8% | 0.0% | -1.8% | -2.3% |
| 3M | +15.3% | +14.8% | +0.5% | +7.3% |
| 6M | +30.2% | +7.0% | +23.1% | +22.4% |
| YTD | +15.6% | +23.8% | -8.3% | -0.3% |
| 1Y | +27.5% | +75.7% | -48.2% | -7.4% |
| 3Y | +137.0% | +156.4% | -19.4% | +35.6% |
| 5Y | +75.6% | +167.6% | -92.0% | -6.8% |
| All | +391.9% | +584.4% | -192.5% | +40.2% |
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