-44.8%
COMP vs COPX
+184.2%
-229.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.9% |
| 7D | +1.4% | -4.0% | +5.3% | +3.9% |
| 30D | -13.3% | +4.5% | -17.9% | -16.1% |
| 3M | +41.1% | +0.8% | +40.3% | +37.7% |
| 6M | +17.2% | +3.2% | +14.0% | +12.3% |
| YTD | +5.2% | +26.7% | -21.5% | -13.8% |
| 1Y | +18.9% | +85.7% | -66.8% | -26.7% |
| 3Y | +215.9% | +151.2% | +64.7% | +44.8% |
| 5Y | -31.2% | +170.0% | -201.2% | -69.8% |
| All | -44.8% | +184.2% | -229.0% | -76.2% |
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