+193.6%
COP vs COPX
+167.3%
+26.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.4% | +2.3% |
| 7D | +1.0% | -2.9% | +3.9% | +1.7% |
| 30D | +9.6% | 0.0% | +9.5% | +9.2% |
| 3M | +15.0% | +14.8% | +0.2% | +9.1% |
| 6M | +21.8% | +7.0% | +14.7% | +15.5% |
| YTD | +49.6% | +23.8% | +25.8% | +31.3% |
| 1Y | +49.9% | +75.7% | -25.8% | +12.2% |
| 3Y | +22.6% | +156.4% | -133.8% | -27.2% |
| 5Y | +193.6% | +167.6% | +26.0% | +68.2% |
| All | +193.6% | +167.3% | +26.3% | +68.2% |
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 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