+1,227.3%
CAT vs COPX
+118.6%
+1,108.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | +0.5% |
| 7D | +7.4% | -2.8% | +10.3% | +9.1% |
| 30D | -19.7% | -14.3% | -5.3% | -13.0% |
| 3M | -29.6% | -19.0% | -10.6% | -21.9% |
| 6M | -33.2% | -24.4% | -8.8% | -24.1% |
| YTD | +5.7% | -3.2% | +8.9% | +3.5% |
| 1Y | +9.3% | +15.2% | -5.8% | -2.6% |
| 3Y | +158.3% | +127.6% | +30.7% | +53.0% |
| 5Y | +211.6% | +106.0% | +105.6% | +88.0% |
| 10Y | +698.5% | +313.7% | +384.8% | +203.4% |
| All | +1,227.3% | +118.6% | +1,108.7% | +579.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling