+24.9%
BIL vs COPX
+198.0%
-173.0%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | 0.0% |
| 7D | +0.1% | +5.8% | -5.7% | +0.1% |
| 30D | +0.3% | +7.2% | -6.9% | +0.3% |
| 3M | +0.9% | +16.5% | -15.6% | +0.9% |
| 6M | +1.8% | +18.4% | -16.6% | +1.8% |
| YTD | +2.5% | +31.9% | -29.5% | +2.5% |
| 1Y | +3.7% | +88.5% | -84.8% | +3.7% |
| 3Y | +14.1% | +173.1% | -159.0% | +14.1% |
| 5Y | +19.4% | +193.1% | -173.7% | +19.5% |
| 10Y | +25.3% | +591.7% | -566.4% | +25.3% |
| All | +24.9% | +198.0% | -173.0% | +25.0% |
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