+1,005.5%
CF vs COPX
+186.2%
+819.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +6.0% | -4.0% | +10.0% | +7.8% |
| 30D | +14.8% | +4.5% | +10.3% | +12.3% |
| 3M | +14.1% | +0.8% | +13.2% | +11.5% |
| 6M | +28.5% | +3.2% | +25.3% | +19.5% |
| YTD | +74.9% | +26.7% | +48.2% | +44.6% |
| 1Y | +61.7% | +85.7% | -24.0% | +8.6% |
| 3Y | +80.3% | +151.2% | -70.8% | -3.0% |
| 5Y | +226.0% | +170.0% | +56.0% | +59.4% |
| 10Y | +569.9% | +572.9% | -3.1% | +83.1% |
| All | +1,005.5% | +186.2% | +819.3% | +334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling