+498.4%
COF vs COPX
+179.8%
+318.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | +1.3% |
| 7D | -6.1% | -2.9% | -3.2% | -5.0% |
| 30D | -5.2% | 0.0% | -5.2% | -5.6% |
| 3M | +17.0% | +14.8% | +2.2% | +8.4% |
| 6M | +12.9% | +7.0% | +5.9% | +5.9% |
| YTD | -13.5% | +23.8% | -37.4% | -25.8% |
| 1Y | -5.9% | +75.7% | -81.6% | -32.4% |
| 3Y | +117.1% | +156.4% | -39.3% | +23.7% |
| 5Y | +45.4% | +167.6% | -122.2% | -21.7% |
| 10Y | +244.1% | +569.1% | -325.1% | +10.5% |
| All | +498.4% | +179.8% | +318.7% | +158.1% |
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