+76.8%
BP vs COPX
+198.0%
-121.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +0.7% |
| 7D | +0.9% | +5.8% | -4.8% | -1.5% |
| 30D | +9.1% | +7.2% | +1.9% | +5.5% |
| 3M | +3.9% | +16.5% | -12.6% | -4.4% |
| 6M | +13.6% | +18.4% | -4.8% | +0.5% |
| YTD | +34.0% | +31.9% | +2.1% | +11.0% |
| 1Y | +39.2% | +88.5% | -49.3% | -3.9% |
| 3Y | +36.4% | +173.1% | -136.7% | -24.7% |
| 5Y | +135.8% | +193.1% | -57.3% | +21.7% |
| 10Y | +125.0% | +591.7% | -466.7% | -29.2% |
| All | +76.8% | +198.0% | -121.2% | -33.0% |
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