+37.7%
BEN vs COPX
+167.3%
-129.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.6% | +1.1% |
| 7D | +0.3% | -2.9% | +3.2% | +1.2% |
| 30D | +0.9% | 0.0% | +0.9% | +0.6% |
| 3M | +9.2% | +14.8% | -5.6% | +3.1% |
| 6M | +36.8% | +7.0% | +29.7% | +30.9% |
| YTD | +44.4% | +23.8% | +20.5% | +28.1% |
| 1Y | +45.8% | +75.7% | -29.9% | +11.4% |
| 3Y | +52.5% | +156.4% | -103.9% | -6.0% |
| 5Y | +37.7% | +167.6% | -129.9% | -20.3% |
| All | +37.7% | +167.3% | -129.6% | -20.3% |
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