+132.5%
CNP vs COPX
+583.8%
-451.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | -2.3% | +0.9% | -0.9% |
| 30D | -2.9% | +0.3% | -3.2% | -3.2% |
| 3M | -7.5% | +6.8% | -14.4% | -9.6% |
| 6M | -7.9% | +7.9% | -15.8% | -11.4% |
| YTD | +3.7% | +23.7% | -20.0% | -4.7% |
| 1Y | +4.6% | +71.5% | -66.9% | -12.6% |
| 3Y | +49.1% | +149.1% | -100.0% | +7.6% |
| 5Y | +69.2% | +167.3% | -98.1% | +14.4% |
| All | +132.5% | +583.8% | -451.3% | -15.9% |
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