-38.5%
CBRS vs COPX
-1.7%
-36.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.0% | +4.5% | +1.7% |
| 7D | +0.5% | -2.9% | +3.4% | +1.8% |
| 30D | -18.5% | 0.0% | -18.5% | -19.1% |
| 3M | -19.4% | +14.8% | -34.2% | -27.2% |
| All | -38.5% | -1.7% | -36.8% | -43.6% |
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 · Available span rolling