+906.2%
CAH vs COPX
+200.8%
+705.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | -2.2% | +6.0% | -8.2% | -3.5% |
| 30D | +1.2% | +6.4% | -5.2% | -0.3% |
| 3M | +13.1% | +19.3% | -6.2% | +8.1% |
| 6M | +8.5% | +16.2% | -7.8% | +3.1% |
| YTD | +17.6% | +33.2% | -15.5% | +7.5% |
| 1Y | +60.7% | +90.2% | -29.6% | +34.1% |
| 3Y | +183.2% | +175.7% | +7.5% | +108.1% |
| 5Y | +402.2% | +193.1% | +209.1% | +251.4% |
| 10Y | +302.3% | +619.4% | -317.1% | +104.6% |
| All | +906.2% | +200.8% | +705.4% | +513.2% |
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