+28.0%
CB vs COPX
+11.4%
+16.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +0.8% |
| 7D | +2.9% | -2.8% | +5.8% | +2.6% |
| 30D | +7.3% | -14.3% | +21.6% | +5.5% |
| 3M | +9.4% | -19.0% | +28.4% | +7.1% |
| 6M | +19.6% | -24.4% | +44.1% | +17.5% |
| YTD | +21.5% | -3.2% | +24.7% | +20.5% |
| 1Y | +28.0% | +15.2% | +12.9% | +30.3% |
| All | +28.0% | +11.4% | +16.6% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling