+154.0%
CNH vs COPX
+583.8%
-429.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.7% | -2.3% | -3.3% | -4.7% |
| 30D | +26.6% | +0.3% | +26.3% | +25.8% |
| 3M | +31.1% | +6.8% | +24.3% | +24.3% |
| 6M | +24.9% | +7.9% | +16.9% | +15.5% |
| YTD | +48.7% | +23.7% | +25.0% | +23.8% |
| 1Y | +22.2% | +71.5% | -49.3% | -18.0% |
| 3Y | +7.4% | +149.1% | -141.7% | -45.7% |
| 5Y | +10.8% | +167.3% | -156.5% | -48.2% |
| All | +154.0% | +583.8% | -429.8% | -41.8% |
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