+871.0%
CB vs COPX
+130.1%
+741.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.7% | +2.2% |
| 7D | +0.7% | +1.6% | -0.9% | +0.2% |
| 30D | +8.2% | -15.0% | +23.2% | +11.7% |
| 3M | +6.3% | -18.6% | +24.9% | +10.4% |
| 6M | +16.2% | -14.9% | +31.1% | +17.9% |
| YTD | +19.3% | +1.8% | +17.5% | +13.9% |
| 1Y | +29.2% | +19.7% | +9.5% | +18.2% |
| 3Y | +71.4% | +140.9% | -69.4% | +25.3% |
| 5Y | +104.2% | +130.6% | -26.3% | +46.3% |
| 10Y | +246.7% | +326.5% | -79.8% | +89.8% |
| All | +871.0% | +130.1% | +741.0% | +489.2% |
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