+45.0%
CG vs COPX
+128.6%
-83.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.0% |
| 7D | +0.2% | -2.8% | +3.0% | +1.3% |
| 30D | +11.2% | -14.3% | +25.5% | +17.4% |
| 3M | -22.1% | -19.0% | -3.0% | -16.3% |
| 6M | -17.9% | -24.4% | +6.5% | -10.5% |
| YTD | -31.3% | -3.2% | -28.1% | -34.8% |
| 1Y | -24.0% | +15.2% | -39.1% | -33.9% |
| 3Y | +45.0% | +127.6% | -82.7% | -19.6% |
| All | +45.0% | +128.6% | -83.6% | -19.6% |
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 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