+35.2%
CMS vs COPX
+171.8%
-136.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.4% |
| 7D | +1.2% | +5.8% | -4.5% | +1.1% |
| 30D | -3.2% | +7.2% | -10.4% | -3.3% |
| 3M | -2.2% | +16.5% | -18.7% | -2.6% |
| 6M | -9.4% | +18.4% | -27.9% | -10.1% |
| YTD | +0.7% | +31.9% | -31.2% | -0.9% |
| 1Y | +0.4% | +88.5% | -88.1% | -3.7% |
| 3Y | +35.2% | +173.1% | -137.9% | +18.1% |
| All | +35.2% | +171.8% | -136.7% | +18.1% |
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