-8.5%
BX vs COPX
+31.7%
-40.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.0% | +2.3% | +5.4% |
| 7D | +8.3% | -3.0% | +11.2% | +8.9% |
| 30D | +13.5% | -13.6% | +27.2% | +16.9% |
| 3M | -7.6% | -11.2% | +3.6% | -5.5% |
| 6M | +4.0% | -2.4% | +6.4% | +4.1% |
| YTD | -15.2% | +4.2% | -19.4% | -19.6% |
| 1Y | -8.5% | +32.2% | -40.6% | -20.9% |
| All | -8.5% | +31.7% | -40.2% | -20.9% |
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