-43.5%
CAG vs COPX
+163.4%
-206.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.7% | -2.3% | -3.3% | -5.6% |
| 30D | -2.4% | +0.3% | -2.7% | -2.4% |
| 3M | +9.8% | +6.8% | +3.0% | +9.6% |
| 6M | -10.8% | +7.9% | -18.8% | -11.3% |
| YTD | -10.8% | +23.7% | -34.6% | -11.9% |
| 1Y | -19.0% | +71.5% | -90.5% | -21.4% |
| 3Y | -39.7% | +149.1% | -188.8% | -43.7% |
| All | -43.5% | +163.4% | -206.9% | -47.4% |
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