+471.5%
CF vs COPX
+307.7%
+163.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.1% |
| 7D | +4.8% | -2.8% | +7.6% | +5.7% |
| 30D | +4.7% | -14.3% | +19.1% | +10.1% |
| 3M | +7.4% | -19.0% | +26.5% | +14.7% |
| 6M | +0.6% | -24.4% | +25.0% | +8.3% |
| YTD | +64.1% | -3.2% | +67.3% | +50.9% |
| 1Y | +51.4% | +15.2% | +36.3% | +27.3% |
| 3Y | +67.8% | +127.6% | -59.8% | -8.2% |
| 5Y | +114.1% | +106.0% | +8.1% | +16.6% |
| All | +471.5% | +307.7% | +163.7% | +85.2% |
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