+34.8%
CF vs COPX
+31.7%
+3.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.4% | -3.8% |
| 7D | -6.9% | -3.0% | -3.9% | -7.1% |
| 30D | -3.7% | -13.6% | +9.9% | -5.4% |
| 3M | -5.0% | -11.2% | +6.3% | -5.9% |
| 6M | -10.5% | -2.4% | -8.1% | -8.2% |
| YTD | +46.5% | +4.2% | +42.3% | +45.6% |
| 1Y | +34.8% | +32.2% | +2.6% | +27.8% |
| All | +34.8% | +31.7% | +3.1% | +27.8% |
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