+141.3%
BP vs COPX
+167.3%
-26.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.0% | +7.9% | +2.9% |
| 7D | +5.7% | -2.9% | +8.6% | +6.5% |
| 30D | +8.1% | 0.0% | +8.1% | +7.7% |
| 3M | +8.6% | +14.8% | -6.2% | +2.8% |
| 6M | +18.1% | +7.0% | +11.1% | +12.1% |
| YTD | +37.6% | +23.8% | +13.8% | +21.5% |
| 1Y | +39.4% | +75.7% | -36.3% | +5.2% |
| 3Y | +40.1% | +156.4% | -116.3% | -14.7% |
| 5Y | +141.3% | +167.6% | -26.3% | +38.3% |
| All | +141.3% | +167.3% | -26.0% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling