-25.6%
CG vs COPX
+84.7%
-110.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -4.3% | -4.0% | -0.3% | -3.3% |
| 30D | -5.1% | +4.5% | -9.6% | -6.3% |
| 3M | +8.7% | +0.8% | +7.8% | +7.6% |
| 6M | -9.2% | +3.2% | -12.4% | -11.1% |
| YTD | -18.9% | +26.7% | -45.6% | -28.6% |
| 1Y | -25.6% | +85.7% | -111.3% | -33.1% |
| All | -25.6% | +84.7% | -110.3% | -33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling