+423.6%
COMP vs COPX
+128.6%
+295.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.8% |
| 7D | 0.0% | -2.8% | +2.8% | +1.4% |
| 30D | +16.6% | -14.3% | +30.9% | +24.6% |
| 3M | -23.5% | -19.0% | -4.5% | -16.7% |
| 6M | +25.7% | -24.4% | +50.2% | +39.8% |
| YTD | -3.4% | -3.2% | -0.2% | -4.8% |
| 1Y | +7.6% | +15.2% | -7.6% | -1.9% |
| 3Y | +423.6% | +127.6% | +296.0% | +159.5% |
| All | +423.6% | +128.6% | +295.0% | +159.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling