-31.9%
CEG vs COPX
+31.7%
-63.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +4.0% | -10.7% | -7.9% |
| 7D | -4.8% | -3.0% | -1.8% | -4.0% |
| 30D | -8.2% | -13.6% | +5.5% | -3.9% |
| 3M | -7.9% | -11.2% | +3.3% | -4.7% |
| 6M | -23.2% | -2.4% | -20.8% | -23.6% |
| YTD | -30.1% | +4.2% | -34.3% | -34.9% |
| 1Y | -31.9% | +32.2% | -64.1% | -44.8% |
| All | -31.9% | +31.7% | -63.6% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling