+340.9%
BAC vs COPX
+186.2%
+154.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +1.1% | -4.0% | +5.1% | +2.9% |
| 30D | -0.4% | +4.5% | -4.9% | -2.8% |
| 3M | +16.9% | +0.8% | +16.1% | +14.3% |
| 6M | +26.6% | +3.2% | +23.4% | +20.2% |
| YTD | +15.8% | +26.7% | -10.9% | -2.4% |
| 1Y | +27.2% | +85.7% | -58.5% | -12.2% |
| 3Y | +132.4% | +151.2% | -18.8% | +30.1% |
| 5Y | +72.6% | +170.0% | -97.4% | -11.7% |
| 10Y | +389.7% | +572.9% | -183.2% | +36.1% |
| All | +340.9% | +186.2% | +154.7% | +90.7% |
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