+99.4%
CB vs COPX
+193.3%
-93.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.2% |
| 7D | -0.5% | +6.0% | -6.5% | -0.9% |
| 30D | -3.1% | +6.4% | -9.5% | -3.4% |
| 3M | +4.2% | +19.3% | -15.1% | +2.9% |
| 6M | +4.7% | +16.2% | -11.5% | +3.1% |
| YTD | +8.8% | +33.2% | -24.3% | +5.0% |
| 1Y | +22.6% | +90.2% | -67.6% | +12.9% |
| 3Y | +70.6% | +175.7% | -105.0% | +45.3% |
| 5Y | +99.4% | +193.1% | -93.7% | +63.7% |
| All | +99.4% | +193.3% | -93.8% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling