+46.8%
BND vs COPX
+200.8%
-154.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.2% |
| 7D | -0.1% | +6.0% | -6.1% | -0.1% |
| 30D | -0.2% | +6.4% | -6.7% | -0.2% |
| 3M | -0.7% | +19.3% | -20.0% | -0.7% |
| 6M | -1.7% | +16.2% | -17.9% | -1.7% |
| YTD | -0.5% | +33.2% | -33.7% | -0.5% |
| 1Y | +0.4% | +90.2% | -89.9% | +0.5% |
| 3Y | +13.1% | +175.7% | -162.5% | +13.5% |
| 5Y | -2.1% | +193.1% | -195.2% | -1.6% |
| 10Y | +15.7% | +619.4% | -603.7% | +18.0% |
| All | +46.8% | +200.8% | -154.0% | +47.6% |
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