+67.8%
CF vs COPX
+128.6%
-60.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | +4.8% | -2.8% | +7.6% | +4.8% |
| 30D | +4.7% | -14.3% | +19.1% | +5.3% |
| 3M | +7.4% | -19.0% | +26.5% | +8.2% |
| 6M | +0.6% | -24.4% | +25.0% | +1.9% |
| YTD | +64.1% | -3.2% | +67.3% | +58.9% |
| 1Y | +51.4% | +15.2% | +36.3% | +41.1% |
| 3Y | +67.8% | +127.6% | -59.8% | +20.2% |
| All | +67.8% | +128.6% | -60.8% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling