+213.4%
CAT vs COPX
+127.6%
+85.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.6% |
| 7D | +1.7% | -1.5% | +3.3% | +2.6% |
| 30D | -24.6% | -14.0% | -10.6% | -19.2% |
| 3M | -28.5% | -17.1% | -11.4% | -22.4% |
| 6M | -34.8% | -15.9% | -18.9% | -30.5% |
| YTD | +5.9% | +2.6% | +3.3% | +1.3% |
| 1Y | +6.8% | +21.6% | -14.8% | -5.8% |
| 3Y | +161.1% | +142.7% | +18.4% | +56.9% |
| 5Y | +213.4% | +122.2% | +91.2% | +82.7% |
| All | +213.4% | +127.6% | +85.9% | +82.7% |
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 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