+1,611.9%
BE vs COPX
+149.6%
+1,462.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.0% | +3.0% | +1.7% |
| 7D | +9.7% | -2.9% | +12.6% | +12.3% |
| 30D | +22.4% | 0.0% | +22.4% | +21.8% |
| 3M | +10.4% | +14.8% | -4.4% | -1.0% |
| 6M | +67.9% | +7.0% | +60.8% | +57.8% |
| YTD | +197.5% | +23.8% | +173.6% | +150.8% |
| 1Y | +310.6% | +75.7% | +234.9% | +172.1% |
| All | +1,611.9% | +149.6% | +1,462.3% | +615.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling