+1.3%
BBY vs COPX
+163.4%
-162.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +0.6% | -2.3% | +2.9% | +1.1% |
| 30D | +9.4% | +0.3% | +9.1% | +8.9% |
| 3M | +19.3% | +6.8% | +12.5% | +16.2% |
| 6M | +47.9% | +7.9% | +40.0% | +41.6% |
| YTD | +39.6% | +23.7% | +15.8% | +24.7% |
| 1Y | +22.2% | +71.5% | -49.4% | -3.5% |
| 3Y | +45.0% | +149.1% | -104.1% | -3.3% |
| All | +1.3% | +163.4% | -162.1% | -35.8% |
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