+1,238.5%
CAT vs COPX
+124.2%
+1,114.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +2.3% |
| 7D | +9.3% | +1.1% | +8.2% | +8.7% |
| 30D | -21.5% | -15.9% | -5.6% | -14.2% |
| 3M | -29.1% | -19.6% | -9.5% | -21.1% |
| 6M | -33.4% | -21.5% | -11.9% | -25.8% |
| YTD | +6.6% | -0.8% | +7.3% | +3.0% |
| 1Y | +6.5% | +15.2% | -8.6% | -5.0% |
| 3Y | +162.7% | +134.7% | +28.0% | +53.1% |
| 5Y | +214.2% | +111.3% | +102.9% | +87.1% |
| 10Y | +705.2% | +324.3% | +380.9% | +202.0% |
| All | +1,238.5% | +124.2% | +1,114.3% | +576.6% |
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 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