+122.2%
CMS vs COPX
+606.7%
-484.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.2% | +6.0% | -5.8% | -0.3% |
| 30D | -1.3% | +6.4% | -7.7% | -1.9% |
| 3M | -5.4% | +19.3% | -24.7% | -7.1% |
| 6M | -10.3% | +16.2% | -26.6% | -12.1% |
| YTD | -0.2% | +33.2% | -33.4% | -3.9% |
| 1Y | -0.9% | +90.2% | -91.1% | -8.3% |
| 3Y | +34.0% | +175.7% | -141.7% | +17.0% |
| 5Y | +23.6% | +193.1% | -169.6% | +5.5% |
| 10Y | +122.2% | +619.4% | -497.2% | +37.6% |
| All | +122.2% | +606.7% | -484.5% | +37.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling