+421.5%
CARR vs COPX
+877.0%
-455.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | -3.8% | -2.3% | -1.4% | -3.1% |
| 30D | -8.9% | +0.3% | -9.2% | -9.3% |
| 3M | -17.3% | +6.8% | -24.1% | -19.9% |
| 6M | -1.4% | +7.9% | -9.3% | -5.9% |
| YTD | +10.0% | +23.7% | -13.7% | -1.4% |
| 1Y | -6.4% | +71.5% | -77.9% | -26.4% |
| 3Y | +1.5% | +149.1% | -147.6% | -33.2% |
| 5Y | +9.3% | +167.3% | -158.0% | -32.3% |
| All | +421.5% | +877.0% | -455.5% | +73.4% |
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 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