+362.4%
CFG vs COPX
+315.0%
+47.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +1.5% | -4.0% | +5.5% | +3.3% |
| 30D | -3.8% | +4.5% | -8.4% | -6.0% |
| 3M | +11.5% | +0.8% | +10.7% | +9.1% |
| 6M | +19.2% | +3.2% | +16.0% | +13.6% |
| YTD | +23.7% | +26.7% | -3.0% | +5.2% |
| 1Y | +38.8% | +85.7% | -46.8% | -2.8% |
| 3Y | +178.9% | +151.2% | +27.7% | +60.6% |
| 5Y | +101.8% | +170.0% | -68.2% | +7.5% |
| 10Y | +317.3% | +572.9% | -255.7% | +34.3% |
| All | +362.4% | +315.0% | +47.4% | +53.1% |
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 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