+246.5%
BBY vs COPX
+583.8%
-337.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.3% |
| 30D | +9.4% | +0.3% | +9.1% | +8.7% |
| 3M | +19.3% | +6.8% | +12.5% | +14.9% |
| 6M | +47.9% | +7.9% | +40.0% | +38.9% |
| YTD | +39.6% | +23.7% | +15.8% | +20.9% |
| 1Y | +22.2% | +71.5% | -49.4% | -8.7% |
| 3Y | +45.0% | +149.1% | -104.1% | -11.3% |
| 5Y | +2.6% | +167.3% | -164.8% | -42.0% |
| All | +246.5% | +583.8% | -337.3% | +15.2% |
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 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