+977.1%
BE vs COPX
+376.0%
+601.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.8% | -3.7% |
| 7D | +23.9% | +6.0% | +18.0% | +18.2% |
| 30D | +27.8% | +6.4% | +21.4% | +20.9% |
| 3M | +3.7% | +19.3% | -15.6% | -9.9% |
| 6M | +78.0% | +16.2% | +61.7% | +55.7% |
| YTD | +209.9% | +33.2% | +176.8% | +142.2% |
| 1Y | +389.6% | +90.2% | +299.4% | +188.2% |
| 3Y | +1,730.6% | +175.7% | +1,554.9% | +651.3% |
| 5Y | +1,227.8% | +193.1% | +1,034.7% | +417.3% |
| All | +977.1% | +376.0% | +601.1% | +117.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling