-29.9%
COMP vs COPX
+171.2%
-201.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +1.0% |
| 7D | +1.4% | -4.0% | +5.3% | +4.1% |
| 30D | -13.3% | +4.5% | -17.9% | -16.2% |
| 3M | +41.1% | +0.8% | +40.3% | +37.5% |
| 6M | +17.2% | +3.2% | +14.0% | +11.9% |
| YTD | +5.2% | +26.7% | -21.5% | -15.0% |
| 1Y | +18.9% | +85.7% | -66.8% | -29.4% |
| 3Y | +215.9% | +151.2% | +64.7% | +34.1% |
| All | -29.9% | +171.2% | -201.1% | -71.6% |
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 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