+73.1%
BAC vs COPX
+193.3%
-120.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.6% | +6.0% | -5.4% | -0.9% |
| 30D | -1.4% | +6.4% | -7.8% | -3.2% |
| 3M | +15.7% | +19.3% | -3.5% | +9.6% |
| 6M | +32.2% | +16.2% | +15.9% | +24.6% |
| YTD | +15.8% | +33.2% | -17.4% | +3.1% |
| 1Y | +27.3% | +90.2% | -63.0% | +0.3% |
| 3Y | +137.5% | +175.7% | -38.2% | +57.1% |
| 5Y | +73.1% | +193.1% | -120.1% | +9.4% |
| All | +73.1% | +193.3% | -120.2% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling