-39.3%
BAX vs COPX
+583.8%
-623.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -7.9% | -2.3% | -5.5% | -7.5% |
| 30D | -11.7% | +0.3% | -11.9% | -11.9% |
| 3M | +16.2% | +6.8% | +9.4% | +13.6% |
| 6M | +32.0% | +7.9% | +24.0% | +27.6% |
| YTD | +24.7% | +23.7% | +1.0% | +15.8% |
| 1Y | -2.6% | +71.5% | -74.2% | -16.8% |
| 3Y | -35.0% | +149.1% | -184.1% | -50.3% |
| 5Y | -67.6% | +167.3% | -234.9% | -76.3% |
| All | -39.3% | +583.8% | -623.1% | -69.1% |
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