+406.7%
BNY vs COPX
+583.8%
-177.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -1.3% | -2.3% | +1.0% | -0.7% |
| 30D | -0.2% | +0.3% | -0.4% | -0.6% |
| 3M | +14.9% | +6.8% | +8.1% | +11.1% |
| 6M | +40.0% | +7.9% | +32.0% | +32.7% |
| YTD | +42.0% | +23.7% | +18.2% | +26.3% |
| 1Y | +56.9% | +71.5% | -14.7% | +22.2% |
| 3Y | +289.9% | +149.1% | +140.8% | +150.5% |
| 5Y | +259.2% | +167.3% | +91.9% | +115.8% |
| All | +406.7% | +583.8% | -177.1% | +84.2% |
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