+279.1%
C vs COPX
+186.2%
+92.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +3.6% | -4.0% | +7.6% | +5.7% |
| 30D | +0.1% | +4.5% | -4.5% | -2.5% |
| 3M | +2.4% | +0.8% | +1.6% | +0.3% |
| 6M | +24.9% | +3.2% | +21.7% | +18.8% |
| YTD | +19.8% | +26.7% | -6.9% | +0.2% |
| 1Y | +44.9% | +85.7% | -40.8% | -2.3% |
| 3Y | +263.0% | +151.2% | +111.8% | +96.9% |
| 5Y | +129.5% | +170.0% | -40.5% | +13.2% |
| 10Y | +291.6% | +572.9% | -281.3% | +3.4% |
| All | +279.1% | +186.2% | +92.9% | +56.7% |
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