+72.5%
CART vs COPX
+99.1%
-26.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +3.0% | -1.0% | +3.9% | +3.1% |
| 30D | +28.6% | -14.8% | +43.3% | +31.5% |
| 3M | +29.1% | -17.2% | +46.3% | +32.1% |
| 6M | +44.7% | -14.5% | +59.2% | +46.3% |
| YTD | +29.2% | -0.4% | +29.6% | +23.4% |
| 1Y | +66.2% | +21.9% | +44.3% | +49.4% |
| 3Y | +112.8% | +123.7% | -10.9% | +39.4% |
| All | +72.5% | +99.1% | -26.6% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling