+209.9%
BKNG vs COPX
+584.4%
-374.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +3.0% |
| 7D | -10.7% | -2.9% | -7.8% | -10.0% |
| 30D | -18.1% | 0.0% | -18.1% | -18.6% |
| 3M | +8.5% | +14.8% | -6.3% | +1.6% |
| 6M | -0.1% | +7.0% | -7.1% | -5.6% |
| YTD | -18.2% | +23.8% | -42.1% | -28.8% |
| 1Y | -19.9% | +75.7% | -95.6% | -40.5% |
| 3Y | +41.6% | +156.4% | -114.8% | -15.8% |
| 5Y | +93.1% | +167.6% | -74.5% | +8.6% |
| All | +209.9% | +584.4% | -374.5% | 0.0% |
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 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