+60.7%
COP vs COPX
+31.7%
+29.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.0% | -9.1% | -4.7% |
| 7D | -8.1% | -3.0% | -5.2% | -8.3% |
| 30D | +6.7% | -13.6% | +20.3% | +5.2% |
| 3M | +16.9% | -11.2% | +28.1% | +15.8% |
| 6M | +11.2% | -2.4% | +13.6% | +11.8% |
| YTD | +49.5% | +4.2% | +45.3% | +43.6% |
| 1Y | +60.7% | +32.2% | +28.5% | +48.6% |
| All | +60.7% | +31.7% | +29.0% | +48.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling