+433.9%
BTSG vs COPX
+154.1%
+279.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -3.3% | -2.3% | -0.9% | -2.6% |
| 30D | -1.6% | +0.3% | -1.9% | -1.8% |
| 3M | -6.9% | +6.8% | -13.7% | -8.9% |
| 6M | +42.1% | +7.9% | +34.2% | +37.1% |
| YTD | +56.8% | +23.7% | +33.1% | +44.8% |
| 1Y | +109.8% | +71.5% | +38.3% | +76.0% |
| All | +433.9% | +154.1% | +279.8% | +325.6% |
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