+36.5%
CAG vs COPX
+179.5%
-143.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -5.7% | -2.3% | -3.3% | -5.5% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | +9.8% | +6.8% | +3.0% | +8.8% |
| 6M | -10.8% | +7.9% | -18.8% | -12.2% |
| YTD | -10.8% | +23.7% | -34.6% | -13.7% |
| 1Y | -19.0% | +71.5% | -90.5% | -24.4% |
| 3Y | -39.7% | +149.1% | -188.8% | -46.8% |
| 5Y | -43.0% | +167.3% | -210.3% | -50.9% |
| 10Y | -36.0% | +568.5% | -604.6% | -53.5% |
| All | +36.5% | +179.5% | -143.0% | +7.5% |
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