-33.4%
BAX vs COPX
+168.3%
-201.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | -5.1% | +6.0% | -11.1% | -6.4% |
| 30D | -12.2% | +6.4% | -18.6% | -13.5% |
| 3M | +21.8% | +19.3% | +2.5% | +16.1% |
| 6M | +36.3% | +16.2% | +20.1% | +29.3% |
| YTD | +27.8% | +33.2% | -5.3% | +15.6% |
| 1Y | -0.1% | +90.2% | -90.3% | -18.7% |
| All | -33.4% | +168.3% | -201.7% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling