+51.8%
BEN vs COPX
+583.8%
-532.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -3.1% | -2.3% | -0.8% | -2.3% |
| 30D | +0.2% | +0.3% | -0.1% | -0.3% |
| 3M | +6.8% | +6.8% | 0.0% | +2.8% |
| 6M | +38.1% | +7.9% | +30.2% | +30.4% |
| YTD | +44.3% | +23.7% | +20.6% | +25.7% |
| 1Y | +42.6% | +71.5% | -29.0% | +6.1% |
| 3Y | +52.3% | +149.1% | -96.8% | -9.1% |
| 5Y | +37.6% | +167.3% | -129.7% | -23.3% |
| All | +51.8% | +583.8% | -532.0% | -52.9% |
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