+1,854.7%
BX vs COPX
+200.8%
+1,653.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.1% |
| 7D | -5.7% | +6.0% | -11.6% | -8.4% |
| 30D | -8.9% | +6.4% | -15.3% | -11.9% |
| 3M | +8.4% | +19.3% | -10.9% | -1.7% |
| 6M | +18.9% | +16.2% | +2.7% | +7.1% |
| YTD | -13.6% | +33.2% | -46.8% | -28.9% |
| 1Y | -22.4% | +90.2% | -112.7% | -47.5% |
| 3Y | +26.0% | +175.7% | -149.7% | -32.6% |
| 5Y | +18.8% | +193.1% | -174.3% | -39.8% |
| 10Y | +668.7% | +619.4% | +49.3% | +115.6% |
| All | +1,854.7% | +200.8% | +1,653.9% | +766.6% |
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 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