-21.5%
CG vs COPX
+107.3%
-128.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.2% |
| 7D | +0.2% | -2.8% | +3.0% | +1.5% |
| 30D | +11.2% | -14.3% | +25.5% | +18.8% |
| 3M | -22.1% | -19.0% | -3.0% | -15.1% |
| 6M | -17.9% | -24.4% | +6.5% | -9.0% |
| YTD | -31.3% | -3.2% | -28.1% | -35.0% |
| 1Y | -24.0% | +15.2% | -39.1% | -34.7% |
| 3Y | +45.0% | +127.6% | -82.7% | -19.8% |
| All | -21.5% | +107.3% | -128.8% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling