+1,123.7%
CAT vs COPX
+584.4%
+539.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | +2.3% |
| 7D | +0.6% | -2.9% | +3.5% | +1.9% |
| 30D | -4.5% | 0.0% | -4.6% | -4.9% |
| 3M | -5.8% | +14.8% | -20.6% | -13.1% |
| 6M | +12.7% | +7.0% | +5.7% | +6.3% |
| YTD | +41.4% | +23.8% | +17.5% | +22.1% |
| 1Y | +92.1% | +75.7% | +16.4% | +37.2% |
| 3Y | +197.5% | +156.4% | +41.1% | +65.8% |
| 5Y | +327.9% | +167.6% | +160.4% | +123.3% |
| All | +1,123.7% | +584.4% | +539.3% | +262.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling