+329.7%
CFG vs COPX
+216.9%
+112.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.7% |
| 7D | +3.2% | -2.8% | +6.0% | +4.4% |
| 30D | +5.1% | -14.3% | +19.5% | +12.0% |
| 3M | -11.2% | -19.0% | +7.8% | -3.9% |
| 6M | +9.6% | -24.4% | +34.0% | +20.0% |
| YTD | +15.0% | -3.2% | +18.2% | +9.0% |
| 1Y | +29.9% | +15.2% | +14.7% | +12.9% |
| 3Y | +192.1% | +127.6% | +64.5% | +71.5% |
| 5Y | +62.3% | +106.0% | -43.7% | -3.1% |
| 10Y | +219.2% | +313.7% | -94.5% | +21.2% |
| All | +329.7% | +216.9% | +112.8% | +58.6% |
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