+70.1%
CB vs COPX
+171.8%
-101.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.6% | -1.3% |
| 7D | -0.6% | +5.8% | -6.4% | -0.4% |
| 30D | -3.9% | +7.2% | -11.1% | -3.7% |
| 3M | +4.9% | +16.5% | -11.6% | +5.6% |
| 6M | +3.3% | +18.4% | -15.2% | +3.6% |
| YTD | +8.5% | +31.9% | -23.4% | +8.3% |
| 1Y | +22.1% | +88.5% | -66.4% | +20.0% |
| 3Y | +70.1% | +173.1% | -103.0% | +66.7% |
| All | +70.1% | +171.8% | -101.7% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling