+1,351.9%
CMG vs COPX
+200.8%
+1,151.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -2.8% |
| 7D | -6.5% | +6.0% | -12.4% | -7.9% |
| 30D | +12.1% | +6.4% | +5.7% | +10.2% |
| 3M | +20.6% | +19.3% | +1.3% | +14.3% |
| 6M | +2.1% | +16.2% | -14.1% | -3.9% |
| YTD | -2.6% | +33.2% | -35.8% | -12.5% |
| 1Y | -8.7% | +90.2% | -98.9% | -26.1% |
| 3Y | -7.4% | +175.7% | -183.0% | -34.1% |
| 5Y | -5.7% | +193.1% | -198.8% | -35.5% |
| 10Y | +322.3% | +619.4% | -297.1% | +109.6% |
| All | +1,351.9% | +200.8% | +1,151.1% | +766.4% |
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