+1,218.2%
BE vs COPX
+167.3%
+1,050.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.0% | +3.0% | +2.0% |
| 7D | +9.7% | -2.9% | +12.6% | +12.5% |
| 30D | +22.4% | 0.0% | +22.4% | +21.8% |
| 3M | +10.4% | +14.8% | -4.4% | -1.7% |
| 6M | +67.9% | +7.0% | +60.8% | +56.8% |
| YTD | +197.5% | +23.8% | +173.6% | +145.5% |
| 1Y | +310.6% | +75.7% | +234.9% | +155.9% |
| 3Y | +1,657.2% | +156.4% | +1,500.8% | +636.1% |
| 5Y | +1,218.2% | +167.6% | +1,050.6% | +428.1% |
| All | +1,218.2% | +167.3% | +1,050.9% | +428.1% |
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