+28.0%
CNH vs COPX
+84.7%
-56.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.7% | +4.2% |
| 7D | +23.3% | -4.0% | +27.3% | +24.5% |
| 30D | +33.5% | +4.5% | +28.9% | +31.8% |
| 3M | +32.7% | +0.8% | +31.9% | +31.8% |
| 6M | +22.2% | +3.2% | +19.0% | +17.3% |
| YTD | +57.7% | +26.7% | +31.0% | +46.0% |
| 1Y | +28.0% | +85.7% | -57.7% | +19.7% |
| All | +28.0% | +84.7% | -56.7% | +19.7% |
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