+243.4%
C vs COPX
+124.2%
+119.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.5% |
| 7D | +4.7% | +1.1% | +3.6% | +4.0% |
| 30D | +0.2% | -15.9% | +16.0% | +8.8% |
| 3M | -9.3% | -19.6% | +10.2% | -0.1% |
| 6M | -0.8% | -21.5% | +20.7% | +8.7% |
| YTD | +8.5% | -0.8% | +9.3% | +1.7% |
| 1Y | +23.1% | +15.2% | +7.9% | +6.4% |
| 3Y | +220.8% | +134.7% | +86.1% | +77.0% |
| 5Y | +112.4% | +111.3% | +1.1% | +18.2% |
| 10Y | +217.9% | +324.3% | -106.4% | +6.4% |
| All | +243.4% | +124.2% | +119.2% | +59.0% |
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 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