+291.5%
C vs COPX
+584.4%
-292.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +3.8% |
| 7D | +0.3% | -2.9% | +3.2% | +1.4% |
| 30D | +2.0% | 0.0% | +2.0% | +1.4% |
| 3M | +4.4% | +14.8% | -10.4% | -3.8% |
| 6M | +28.3% | +7.0% | +21.3% | +20.1% |
| YTD | +20.5% | +23.8% | -3.4% | +2.5% |
| 1Y | +45.5% | +75.7% | -30.2% | +2.2% |
| 3Y | +274.0% | +156.4% | +117.6% | +102.4% |
| 5Y | +136.1% | +167.6% | -31.4% | +17.6% |
| All | +291.5% | +584.4% | -292.9% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling