+35.0%
CAH vs COPX
+31.7%
+3.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.4% | +3.7% |
| 7D | +7.0% | -3.0% | +10.0% | +6.9% |
| 30D | +12.4% | -13.6% | +26.0% | +11.8% |
| 3M | +12.2% | -11.2% | +23.4% | +11.8% |
| 6M | +33.2% | -2.4% | +35.6% | +32.1% |
| YTD | +28.4% | +4.2% | +24.2% | +26.2% |
| 1Y | +35.0% | +32.2% | +2.9% | +34.6% |
| All | +35.0% | +31.7% | +3.3% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling