+42.7%
CI vs COPX
+193.3%
-150.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | -1.1% | +6.0% | -7.1% | -1.5% |
| 30D | +0.5% | +6.4% | -6.0% | -0.1% |
| 3M | -5.2% | +19.3% | -24.5% | -6.7% |
| 6M | +4.3% | +16.2% | -11.9% | +2.5% |
| YTD | +2.8% | +33.2% | -30.4% | -0.8% |
| 1Y | -5.8% | +90.2% | -96.0% | -12.7% |
| 3Y | +4.7% | +175.7% | -170.9% | -9.1% |
| 5Y | +42.7% | +193.1% | -150.4% | +22.0% |
| All | +42.7% | +193.3% | -150.6% | +22.0% |
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