+43.1%
COF vs COPX
+163.4%
-120.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -5.1% | -2.3% | -2.8% | -4.5% |
| 30D | -6.0% | +0.3% | -6.3% | -6.4% |
| 3M | +14.8% | +6.8% | +8.0% | +11.3% |
| 6M | +15.3% | +7.9% | +7.4% | +9.8% |
| YTD | -13.0% | +23.7% | -36.8% | -23.0% |
| 1Y | -5.7% | +71.5% | -77.2% | -27.6% |
| 3Y | +118.1% | +149.1% | -31.0% | +34.5% |
| All | +43.1% | +163.4% | -120.2% | -17.8% |
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