+50.3%
BP vs COPX
+128.6%
-78.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.2% |
| 7D | +3.8% | -2.8% | +6.6% | +4.2% |
| 30D | -5.3% | -14.3% | +9.0% | -3.2% |
| 3M | +9.3% | -19.0% | +28.3% | +12.2% |
| 6M | +7.2% | -24.4% | +31.6% | +11.0% |
| YTD | +38.0% | -3.2% | +41.3% | +31.4% |
| 1Y | +33.2% | +15.2% | +18.1% | +19.6% |
| 3Y | +50.3% | +127.6% | -77.3% | +4.8% |
| All | +50.3% | +128.6% | -78.3% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling