+69.9%
CNP vs COPX
+193.3%
-123.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.7% | +6.0% | -5.3% | +0.2% |
| 30D | -0.1% | +6.4% | -6.5% | -0.6% |
| 3M | -5.6% | +19.3% | -24.9% | -7.3% |
| 6M | -7.5% | +16.2% | -23.7% | -9.3% |
| YTD | +5.5% | +33.2% | -27.7% | +1.2% |
| 1Y | +8.3% | +90.2% | -81.9% | -1.3% |
| 3Y | +51.8% | +175.7% | -123.9% | +27.7% |
| 5Y | +69.9% | +193.1% | -123.2% | +42.0% |
| All | +69.9% | +193.3% | -123.4% | +42.0% |
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