+110.5%
CNC vs COPX
+31.7%
+78.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +4.0% | +8.7% | +12.5% |
| 7D | +13.4% | -3.0% | +16.3% | +13.3% |
| 30D | +18.2% | -13.6% | +31.8% | +18.3% |
| 3M | +18.6% | -11.2% | +29.9% | +18.5% |
| 6M | +41.9% | -2.4% | +44.3% | +41.7% |
| YTD | +84.7% | +4.2% | +80.5% | +79.2% |
| 1Y | +110.5% | +32.2% | +78.3% | +101.5% |
| All | +110.5% | +31.7% | +78.8% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling