+61.7%
CF vs COPX
+84.7%
-23.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.3% |
| 7D | +6.0% | -4.0% | +10.0% | +5.5% |
| 30D | +14.8% | +4.5% | +10.3% | +15.5% |
| 3M | +14.1% | +0.8% | +13.2% | +14.7% |
| 6M | +28.5% | +3.2% | +25.3% | +34.8% |
| YTD | +74.9% | +26.7% | +48.2% | +77.3% |
| 1Y | +61.7% | +85.7% | -24.0% | +55.0% |
| All | +61.7% | +84.7% | -23.0% | +55.0% |
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