+777.0%
CI vs COPX
+198.0%
+579.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.1% | -6.5% | -3.4% |
| 7D | -2.6% | +5.8% | -8.3% | -3.9% |
| 30D | -2.4% | +7.2% | -9.6% | -4.2% |
| 3M | -4.8% | +16.5% | -21.3% | -9.1% |
| 6M | +2.1% | +18.4% | -16.3% | -4.2% |
| YTD | +1.4% | +31.9% | -30.6% | -8.4% |
| 1Y | -6.8% | +88.5% | -95.3% | -24.1% |
| 3Y | +3.3% | +173.1% | -169.8% | -27.1% |
| 5Y | +41.1% | +193.1% | -152.0% | -6.3% |
| 10Y | +139.1% | +591.7% | -452.6% | +10.8% |
| All | +777.0% | +198.0% | +579.0% | +393.7% |
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