-49.3%
COMP vs COPX
+123.3%
-172.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.3% | +9.9% |
| 7D | +13.4% | -1.0% | +14.4% | +14.5% |
| 30D | +11.1% | -14.8% | +25.9% | +21.9% |
| 3M | -18.8% | -17.2% | -1.6% | -10.3% |
| 6M | +10.5% | -14.5% | +25.0% | +17.3% |
| YTD | -3.4% | -0.4% | -3.0% | -9.1% |
| 1Y | +19.7% | +21.9% | -2.2% | -2.3% |
| 3Y | +381.6% | +123.7% | +257.9% | +127.5% |
| 5Y | -17.6% | +121.8% | -139.4% | -58.8% |
| All | -49.3% | +123.3% | -172.7% | -74.9% |
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