+117.9%
BTSG vs COPX
+31.7%
+86.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.0% | -0.9% |
| 7D | +17.4% | -3.0% | +20.3% | +18.0% |
| 30D | +12.6% | -13.6% | +26.2% | +16.3% |
| 3M | +11.2% | -11.2% | +22.4% | +14.0% |
| 6M | +30.4% | -2.4% | +32.8% | +28.4% |
| YTD | +86.4% | +4.2% | +82.2% | +78.7% |
| 1Y | +117.9% | +32.2% | +85.7% | +93.7% |
| All | +117.9% | +31.7% | +86.2% | +93.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling