+14.8%
BND vs COPX
+583.8%
-569.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.0% | -2.3% | +1.3% | -1.0% |
| 30D | -1.1% | +0.3% | -1.4% | -1.1% |
| 3M | -1.9% | +6.8% | -8.7% | -2.0% |
| 6M | -1.6% | +7.9% | -9.6% | -1.8% |
| YTD | -1.2% | +23.7% | -25.0% | -1.6% |
| 1Y | -0.7% | +71.5% | -72.3% | -1.5% |
| 3Y | +12.5% | +149.1% | -136.6% | +11.1% |
| 5Y | -2.5% | +167.3% | -169.9% | -3.9% |
| All | +14.8% | +583.8% | -569.0% | +11.5% |
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