+332.7%
CAT vs COPX
+193.3%
+139.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.3% |
| 7D | +2.9% | +6.0% | -3.0% | +0.2% |
| 30D | -2.6% | +6.4% | -9.1% | -5.6% |
| 3M | -10.7% | +19.3% | -30.0% | -18.1% |
| 6M | +16.1% | +16.2% | -0.1% | +6.4% |
| YTD | +43.2% | +33.2% | +10.1% | +21.9% |
| 1Y | +96.8% | +90.2% | +6.6% | +41.0% |
| 3Y | +201.4% | +175.7% | +25.7% | +72.5% |
| 5Y | +332.7% | +193.1% | +139.6% | +126.6% |
| All | +332.7% | +193.3% | +139.4% | +126.6% |
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