+590.1%
CF vs COPX
+584.4%
+5.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | +0.6% |
| 7D | -2.0% | -2.9% | +0.9% | -0.9% |
| 30D | +15.3% | 0.0% | +15.3% | +14.9% |
| 3M | +24.3% | +14.8% | +9.5% | +15.7% |
| 6M | +23.9% | +7.0% | +16.9% | +14.8% |
| YTD | +77.3% | +23.8% | +53.4% | +49.9% |
| 1Y | +58.7% | +75.7% | -17.0% | +11.4% |
| 3Y | +72.8% | +156.4% | -83.6% | -6.9% |
| 5Y | +228.8% | +167.6% | +61.2% | +62.0% |
| All | +590.1% | +584.4% | +5.7% | +72.6% |
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