+13.2%
CNH vs COPX
+193.3%
-180.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.8% |
| 7D | +1.8% | +6.0% | -4.1% | -1.1% |
| 30D | +32.6% | +6.4% | +26.2% | +28.4% |
| 3M | +29.4% | +19.3% | +10.1% | +17.5% |
| 6M | +26.0% | +16.2% | +9.7% | +14.1% |
| YTD | +52.2% | +33.2% | +19.1% | +25.4% |
| 1Y | +23.9% | +90.2% | -66.4% | -17.6% |
| 3Y | +10.1% | +175.7% | -165.5% | -44.4% |
| 5Y | +13.2% | +193.1% | -180.0% | -46.7% |
| All | +13.2% | +193.3% | -180.1% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling