+795.9%
CB vs COPX
+186.2%
+609.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +0.5% | -4.0% | +4.5% | +1.4% |
| 30D | -3.1% | +4.5% | -7.6% | -4.2% |
| 3M | +9.0% | +0.8% | +8.1% | +7.6% |
| 6M | +2.9% | +3.2% | -0.3% | 0.0% |
| YTD | +10.1% | +26.7% | -16.6% | +0.8% |
| 1Y | +22.8% | +85.7% | -62.9% | +1.4% |
| 3Y | +73.8% | +151.2% | -77.4% | +27.8% |
| 5Y | +99.2% | +170.0% | -70.8% | +38.8% |
| 10Y | +218.2% | +572.9% | -354.7% | +56.6% |
| All | +795.9% | +186.2% | +609.7% | +421.4% |
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