-13.3%
BKNG vs COPX
+22.8%
-36.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.8% | +4.5% | -1.1% |
| 7D | +12.2% | -7.5% | +19.6% | +12.3% |
| 30D | +7.0% | -18.6% | +25.6% | +7.4% |
| 3M | -18.3% | -19.0% | +0.7% | -18.1% |
| 6M | +1.1% | -9.9% | +11.0% | +1.1% |
| YTD | -20.7% | -1.8% | -18.8% | -23.5% |
| 1Y | -13.3% | +21.6% | -34.9% | -22.3% |
| All | -13.3% | +22.8% | -36.1% | -22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling