+134.1%
BP vs COPX
+583.8%
-449.6%
-63.9%
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 | +5.2% | -2.3% | +7.6% | +6.1% |
| 30D | +8.7% | +0.3% | +8.4% | +8.0% |
| 3M | +9.3% | +6.8% | +2.5% | +4.6% |
| 6M | +13.6% | +7.9% | +5.6% | +4.7% |
| YTD | +37.7% | +23.7% | +13.9% | +16.8% |
| 1Y | +40.6% | +71.5% | -30.9% | +0.2% |
| 3Y | +40.3% | +149.1% | -108.8% | -21.5% |
| 5Y | +141.4% | +167.3% | -25.9% | +24.8% |
| All | +134.1% | +583.8% | -449.6% | -35.1% |
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