+33.0%
BLK vs COPX
+163.4%
-130.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.3% | -2.3% | -1.0% | -2.7% |
| 30D | -6.5% | +0.3% | -6.8% | -6.9% |
| 3M | +6.7% | +6.8% | -0.1% | +3.5% |
| 6M | +14.7% | +7.9% | +6.8% | +9.5% |
| YTD | +2.5% | +23.7% | -21.2% | -8.3% |
| 1Y | -2.8% | +71.5% | -74.3% | -23.7% |
| 3Y | +65.9% | +149.1% | -83.2% | +7.0% |
| All | +33.0% | +163.4% | -130.3% | -19.8% |
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