+9.8%
BAX vs COPX
+84.7%
-74.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.1% |
| 7D | -1.1% | -4.0% | +2.8% | -0.5% |
| 30D | -5.5% | +4.5% | -10.0% | -6.2% |
| 3M | +33.5% | +0.8% | +32.7% | +33.3% |
| 6M | +35.9% | +3.2% | +32.7% | +31.7% |
| YTD | +35.4% | +26.7% | +8.6% | +23.9% |
| 1Y | +9.8% | +85.7% | -75.9% | -11.2% |
| All | +9.8% | +84.7% | -74.9% | -11.2% |
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 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