-67.0%
BAX vs COPX
+167.3%
-234.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | +0.5% |
| 7D | -5.4% | -2.9% | -2.5% | -5.0% |
| 30D | -12.4% | 0.0% | -12.4% | -12.6% |
| 3M | +19.1% | +14.8% | +4.3% | +14.8% |
| 6M | +38.6% | +7.0% | +31.6% | +34.6% |
| YTD | +26.7% | +23.8% | +2.9% | +18.3% |
| 1Y | +1.0% | +75.7% | -74.7% | -13.1% |
| 3Y | -33.9% | +156.4% | -190.3% | -48.7% |
| 5Y | -67.0% | +167.6% | -234.6% | -75.0% |
| All | -67.0% | +167.3% | -234.3% | -75.0% |
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