+56.7%
BDX vs COPX
+583.8%
-527.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -3.2% | -2.3% | -0.8% | -2.8% |
| 30D | -2.5% | +0.3% | -2.8% | -2.7% |
| 3M | +21.4% | +6.8% | +14.6% | +19.5% |
| 6M | +10.4% | +7.9% | +2.5% | +7.6% |
| YTD | +18.8% | +23.7% | -4.9% | +12.2% |
| 1Y | +21.7% | +71.5% | -49.9% | +7.7% |
| 3Y | -10.0% | +149.1% | -159.1% | -27.5% |
| 5Y | -1.8% | +167.3% | -169.1% | -24.0% |
| All | +56.7% | +583.8% | -527.1% | -12.2% |
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