+340.4%
CG vs COPX
+206.1%
+134.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.3% | -4.0% |
| 7D | -1.3% | +5.8% | -7.0% | -3.8% |
| 30D | -3.2% | +7.2% | -10.4% | -6.4% |
| 3M | +6.2% | +16.5% | -10.3% | -1.8% |
| 6M | -4.7% | +18.4% | -23.1% | -14.2% |
| YTD | -20.6% | +31.9% | -52.5% | -33.2% |
| 1Y | -26.4% | +88.5% | -114.9% | -48.0% |
| 3Y | +55.4% | +173.1% | -117.7% | -10.4% |
| 5Y | +9.8% | +193.1% | -183.3% | -39.7% |
| 10Y | +341.4% | +591.7% | -250.3% | +51.9% |
| All | +340.4% | +206.1% | +134.3% | +61.8% |
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