+79.1%
CME vs COPX
+187.4%
-108.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -0.6% | +6.0% | -6.6% | -0.9% |
| 30D | +4.7% | +6.4% | -1.8% | +4.3% |
| 3M | +7.8% | +19.3% | -11.4% | +6.8% |
| 6M | -11.0% | +16.2% | -27.2% | -12.0% |
| YTD | +4.0% | +33.2% | -29.1% | +1.4% |
| 1Y | +9.1% | +90.2% | -81.1% | +2.8% |
| 3Y | +52.3% | +175.7% | -123.4% | +34.1% |
| All | +79.1% | +187.4% | -108.3% | +56.0% |
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