+227.7%
CCI vs COPX
+198.0%
+29.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.6% |
| 7D | +0.2% | +5.8% | -5.6% | -0.9% |
| 30D | +0.5% | +7.2% | -6.7% | -0.9% |
| 3M | -16.3% | +16.5% | -32.8% | -19.2% |
| 6M | -13.9% | +18.4% | -32.4% | -18.0% |
| YTD | -12.4% | +31.9% | -44.4% | -18.9% |
| 1Y | -15.2% | +88.5% | -103.7% | -27.3% |
| 3Y | -9.9% | +173.1% | -183.0% | -30.5% |
| 5Y | -50.8% | +193.1% | -243.9% | -63.5% |
| 10Y | +18.3% | +591.7% | -573.4% | -34.3% |
| All | +227.7% | +198.0% | +29.7% | +108.2% |
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