+188.5%
CFG vs COPX
+171.8%
+16.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -2.2% |
| 7D | +2.7% | +5.8% | -3.1% | +1.2% |
| 30D | -3.7% | +7.2% | -10.9% | -5.6% |
| 3M | +9.5% | +16.5% | -7.0% | +4.3% |
| 6M | +22.2% | +18.4% | +3.8% | +14.4% |
| YTD | +22.3% | +31.9% | -9.6% | +8.8% |
| 1Y | +39.4% | +88.5% | -49.0% | +8.7% |
| 3Y | +188.5% | +173.1% | +15.4% | +67.8% |
| All | +188.5% | +171.8% | +16.7% | +67.8% |
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