+242.0%
COF vs COPX
+583.8%
-341.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -2.3% | -2.8% | -4.3% |
| 30D | -6.0% | +0.3% | -6.3% | -6.6% |
| 3M | +14.8% | +6.8% | +8.0% | +9.8% |
| 6M | +15.3% | +7.9% | +7.4% | +7.3% |
| YTD | -13.0% | +23.7% | -36.8% | -26.4% |
| 1Y | -5.7% | +71.5% | -77.2% | -33.6% |
| 3Y | +118.1% | +149.1% | -31.0% | +18.0% |
| 5Y | +46.2% | +167.3% | -121.1% | -27.8% |
| All | +242.0% | +583.8% | -341.8% | -12.3% |
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