+889.8%
CF vs COPX
+125.0%
+764.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -3.2% | -1.0% | -2.2% | -3.1% |
| 30D | +4.3% | -14.8% | +19.1% | +10.8% |
| 3M | +2.8% | -17.2% | +20.0% | +10.0% |
| 6M | +0.6% | -14.5% | +15.1% | +3.4% |
| YTD | +56.6% | -0.4% | +57.0% | +42.1% |
| 1Y | +49.6% | +21.9% | +27.7% | +21.9% |
| 3Y | +61.5% | +123.7% | -62.2% | -10.7% |
| 5Y | +124.0% | +121.8% | +2.1% | +17.7% |
| 10Y | +573.2% | +397.9% | +175.3% | +108.9% |
| All | +889.8% | +125.0% | +764.9% | +327.5% |
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