+27.2%
CB vs COPX
+16.7%
+10.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | 0.0% |
| 7D | 0.0% | +1.1% | -1.1% | +0.2% |
| 30D | +7.4% | -15.9% | +23.3% | +5.4% |
| 3M | +8.6% | -19.6% | +28.2% | +6.2% |
| 6M | +16.1% | -21.5% | +37.7% | +14.5% |
| YTD | +20.2% | -0.8% | +20.9% | +19.6% |
| 1Y | +27.2% | +15.2% | +12.0% | +29.3% |
| All | +27.2% | +16.7% | +10.5% | +29.3% |
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