+626.9%
CEG vs COPX
+159.3%
+467.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -2.1% |
| 7D | +1.3% | +6.0% | -4.6% | -1.1% |
| 30D | +8.8% | +6.4% | +2.4% | +5.9% |
| 3M | +17.0% | +19.3% | -2.3% | +7.9% |
| 6M | -8.7% | +16.2% | -25.0% | -15.9% |
| YTD | -16.4% | +33.2% | -49.6% | -28.4% |
| 1Y | -1.8% | +90.2% | -92.0% | -28.4% |
| 3Y | +175.8% | +175.7% | +0.1% | +67.7% |
| All | +626.9% | +159.3% | +467.7% | +356.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling