+287.5%
CAH vs COPX
+583.8%
-296.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.1% | -2.3% | -2.8% | -4.7% |
| 30D | +0.2% | +0.3% | -0.1% | -0.1% |
| 3M | +6.3% | +6.8% | -0.5% | +4.3% |
| 6M | +9.4% | +7.9% | +1.4% | +5.9% |
| YTD | +15.0% | +23.7% | -8.8% | +7.0% |
| 1Y | +55.4% | +71.5% | -16.1% | +33.3% |
| 3Y | +173.8% | +149.1% | +24.7% | +105.9% |
| 5Y | +395.2% | +167.3% | +227.9% | +251.3% |
| All | +287.5% | +583.8% | -296.3% | +81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling