+220.7%
CF vs COPX
+171.2%
+49.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.1% |
| 7D | +6.0% | -4.0% | +10.0% | +6.8% |
| 30D | +14.8% | +4.5% | +10.3% | +13.8% |
| 3M | +14.1% | +0.8% | +13.2% | +13.4% |
| 6M | +28.5% | +3.2% | +25.3% | +25.9% |
| YTD | +74.9% | +26.7% | +48.2% | +59.6% |
| 1Y | +61.7% | +85.7% | -24.0% | +29.8% |
| 3Y | +80.3% | +151.2% | -70.8% | +24.9% |
| All | +220.7% | +171.2% | +49.5% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling