-5.1%
COF vs COPX
+31.7%
-36.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.8% |
| 7D | +0.7% | -3.0% | +3.7% | +1.1% |
| 30D | +5.7% | -13.6% | +19.4% | +8.0% |
| 3M | -6.7% | -11.2% | +4.5% | -5.3% |
| 6M | +9.5% | -2.4% | +11.9% | +8.5% |
| YTD | -13.9% | +4.2% | -18.1% | -18.3% |
| 1Y | -5.1% | +32.2% | -37.2% | -19.2% |
| All | -5.1% | +31.7% | -36.8% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling