+899.8%
CNC vs COPX
+200.8%
+699.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -4.9% | +6.0% | -10.8% | -6.3% |
| 30D | -3.8% | +6.4% | -10.2% | -5.5% |
| 3M | -3.2% | +19.3% | -22.5% | -8.2% |
| 6M | +47.9% | +16.2% | +31.6% | +39.3% |
| YTD | +55.7% | +33.2% | +22.5% | +40.3% |
| 1Y | +106.2% | +90.2% | +16.0% | +68.1% |
| 3Y | -2.1% | +175.7% | -177.7% | -30.9% |
| 5Y | +3.4% | +193.1% | -189.7% | -31.3% |
| 10Y | +91.7% | +619.4% | -527.8% | -13.6% |
| All | +899.8% | +200.8% | +699.0% | +501.5% |
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 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