-46.7%
COMP vs COPX
+195.9%
-242.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -5.8% |
| 7D | +4.1% | +5.8% | -1.7% | +0.4% |
| 30D | -14.5% | +7.2% | -21.8% | -18.6% |
| 3M | +41.8% | +16.5% | +25.3% | +26.8% |
| 6M | +23.6% | +18.4% | +5.1% | +8.7% |
| YTD | +1.7% | +31.9% | -30.2% | -18.8% |
| 1Y | +12.6% | +88.5% | -75.9% | -31.2% |
| 3Y | +221.9% | +173.1% | +48.8% | +38.6% |
| 5Y | -28.1% | +193.1% | -221.2% | -69.6% |
| All | -46.7% | +195.9% | -242.5% | -77.6% |
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