+8.3%
BAX vs COPX
+186.2%
-178.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.2% |
| 7D | -1.1% | -4.0% | +2.8% | -0.2% |
| 30D | -5.5% | +4.5% | -10.0% | -6.5% |
| 3M | +33.5% | +0.8% | +32.7% | +32.1% |
| 6M | +35.9% | +3.2% | +32.7% | +33.0% |
| YTD | +35.4% | +26.7% | +8.6% | +25.2% |
| 1Y | +9.8% | +85.7% | -75.9% | -7.7% |
| 3Y | -32.7% | +151.2% | -183.9% | -48.5% |
| 5Y | -65.6% | +170.0% | -235.5% | -74.8% |
| 10Y | -34.9% | +572.9% | -607.8% | -64.9% |
| All | +8.3% | +186.2% | -178.0% | -32.5% |
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