+304.1%
CFG vs COPX
+584.4%
-280.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.4% | +3.8% |
| 7D | -1.7% | -2.9% | +1.2% | -0.6% |
| 30D | -4.6% | 0.0% | -4.6% | -5.2% |
| 3M | +7.9% | +14.8% | -6.9% | -1.2% |
| 6M | +19.9% | +7.0% | +12.8% | +11.1% |
| YTD | +21.7% | +23.8% | -2.2% | +2.1% |
| 1Y | +38.4% | +75.7% | -37.3% | -5.3% |
| 3Y | +187.0% | +156.4% | +30.6% | +48.8% |
| 5Y | +99.5% | +167.6% | -68.0% | -4.8% |
| All | +304.1% | +584.4% | -280.3% | -1.1% |
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