+18.4%
BX vs COPX
+163.4%
-144.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -5.6% | -2.3% | -3.3% | -4.8% |
| 30D | -12.2% | +0.3% | -12.5% | -12.6% |
| 3M | +7.4% | +6.8% | +0.6% | +3.5% |
| 6M | +22.2% | +7.9% | +14.2% | +15.1% |
| YTD | -14.0% | +23.7% | -37.7% | -25.9% |
| 1Y | -27.3% | +71.5% | -98.8% | -47.7% |
| 3Y | +24.5% | +149.1% | -124.5% | -31.2% |
| All | +18.4% | +163.4% | -144.9% | -38.0% |
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 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