+22.4%
CCI vs COPX
+583.8%
-561.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -0.3% | -2.3% | +2.1% | +0.1% |
| 30D | +2.2% | +0.3% | +2.0% | +2.1% |
| 3M | -16.9% | +6.8% | -23.7% | -18.2% |
| 6M | -11.5% | +7.9% | -19.5% | -13.8% |
| YTD | -12.8% | +23.7% | -36.6% | -17.6% |
| 1Y | -17.1% | +71.5% | -88.6% | -26.5% |
| 3Y | -9.6% | +149.1% | -158.7% | -27.3% |
| 5Y | -48.9% | +167.3% | -216.3% | -60.3% |
| All | +22.4% | +583.8% | -561.4% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling