+401.6%
CNP vs COPX
+186.2%
+215.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.6% |
| 7D | +1.1% | -4.0% | +5.1% | +2.0% |
| 30D | -1.8% | +4.5% | -6.4% | -3.0% |
| 3M | -4.6% | +0.8% | -5.5% | -5.8% |
| 6M | -8.8% | +3.2% | -12.0% | -11.4% |
| YTD | +5.2% | +26.7% | -21.5% | -3.6% |
| 1Y | +8.3% | +85.7% | -77.4% | -10.7% |
| 3Y | +54.9% | +151.2% | -96.3% | +14.0% |
| 5Y | +73.5% | +170.0% | -96.5% | +21.0% |
| 10Y | +139.1% | +572.9% | -433.8% | +15.6% |
| All | +401.6% | +186.2% | +215.4% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling