+487.0%
CF vs COPX
+368.8%
+118.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.6% | -5.7% | -2.2% |
| 7D | -0.9% | +3.3% | -4.2% | -2.5% |
| 30D | +6.9% | -12.2% | +19.2% | +11.6% |
| 3M | +4.8% | -14.5% | +19.4% | +9.9% |
| 6M | +4.7% | -12.2% | +16.8% | +6.4% |
| YTD | +56.5% | +5.2% | +51.3% | +39.6% |
| 1Y | +48.4% | +27.0% | +21.5% | +20.2% |
| 3Y | +59.1% | +149.1% | -90.0% | -15.8% |
| 5Y | +109.5% | +132.1% | -22.6% | +8.2% |
| 10Y | +487.0% | +365.9% | +121.0% | +85.4% |
| All | +487.0% | +368.8% | +118.2% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling