+74.7%
CART vs COPX
+105.2%
-30.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -0.6% | -1.5% | +0.9% | -0.4% |
| 30D | +23.1% | -14.0% | +37.1% | +25.7% |
| 3M | +19.2% | -17.1% | +36.3% | +22.0% |
| 6M | +45.7% | -15.9% | +61.6% | +47.9% |
| YTD | +30.9% | +2.6% | +28.3% | +24.4% |
| 1Y | +50.2% | +21.6% | +28.6% | +35.7% |
| 3Y | +133.5% | +142.7% | -9.2% | +47.1% |
| All | +74.7% | +105.2% | -30.5% | +21.3% |
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