+336.7%
COP vs COPX
+307.7%
+29.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.7% |
| 7D | +4.4% | -2.8% | +7.2% | +5.5% |
| 30D | 0.0% | -14.3% | +14.3% | +6.2% |
| 3M | +15.0% | -19.0% | +34.1% | +24.1% |
| 6M | +22.0% | -24.4% | +46.4% | +32.3% |
| YTD | +55.3% | -3.2% | +58.6% | +40.7% |
| 1Y | +64.1% | +15.2% | +49.0% | +34.2% |
| 3Y | +34.1% | +127.6% | -93.6% | -32.3% |
| 5Y | +133.4% | +106.0% | +27.4% | +20.0% |
| All | +336.7% | +307.7% | +29.0% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling