+153.3%
CMI vs COPX
+149.4%
+3.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.7% | -2.3% | +1.6% | 0.0% |
| 30D | -12.4% | +0.3% | -12.7% | -12.8% |
| 3M | -14.8% | +6.8% | -21.6% | -17.7% |
| 6M | +0.8% | +7.9% | -7.2% | -3.9% |
| YTD | +10.2% | +23.7% | -13.5% | -0.4% |
| 1Y | +37.4% | +71.5% | -34.1% | +10.3% |
| 3Y | +153.3% | +149.1% | +4.2% | +70.3% |
| All | +153.3% | +149.4% | +3.9% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling