+61.5%
BEN vs COPX
+198.0%
-136.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -2.1% |
| 7D | +4.7% | +5.8% | -1.1% | +2.0% |
| 30D | +2.6% | +7.2% | -4.6% | -0.8% |
| 3M | +11.5% | +16.5% | -5.0% | +2.9% |
| 6M | +35.3% | +18.4% | +16.9% | +22.0% |
| YTD | +48.6% | +31.9% | +16.7% | +24.9% |
| 1Y | +46.7% | +88.5% | -41.8% | +3.2% |
| 3Y | +57.0% | +173.1% | -116.1% | -11.7% |
| 5Y | +41.8% | +193.1% | -151.3% | -25.6% |
| 10Y | +55.2% | +591.7% | -536.5% | -51.5% |
| All | +61.5% | +198.0% | -136.5% | -28.1% |
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 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