+1,106.8%
CMI vs COPX
+179.8%
+927.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | +2.4% |
| 7D | +0.8% | -2.9% | +3.7% | +2.0% |
| 30D | -12.8% | 0.0% | -12.8% | -13.2% |
| 3M | -12.4% | +14.8% | -27.2% | -18.8% |
| 6M | -0.9% | +7.0% | -7.9% | -6.0% |
| YTD | +8.9% | +23.8% | -15.0% | -4.3% |
| 1Y | +37.7% | +75.7% | -38.0% | +1.9% |
| 3Y | +148.9% | +156.4% | -7.5% | +47.3% |
| 5Y | +164.4% | +167.6% | -3.2% | +45.9% |
| 10Y | +506.9% | +569.1% | -62.2% | +82.8% |
| All | +1,106.8% | +179.8% | +927.0% | +461.0% |
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 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