+444.8%
COP vs COPX
+198.0%
+246.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.1% | -3.5% | -1.3% |
| 7D | -0.8% | +5.8% | -6.6% | -3.4% |
| 30D | +15.6% | +7.2% | +8.4% | +11.5% |
| 3M | +14.3% | +16.5% | -2.2% | +4.3% |
| 6M | +17.0% | +18.4% | -1.5% | +1.9% |
| YTD | +47.4% | +31.9% | +15.5% | +19.2% |
| 1Y | +52.4% | +88.5% | -36.1% | +1.3% |
| 3Y | +20.8% | +173.1% | -152.3% | -37.5% |
| 5Y | +191.7% | +193.1% | -1.4% | +40.5% |
| 10Y | +325.1% | +591.7% | -266.6% | +22.4% |
| All | +444.8% | +198.0% | +246.9% | +94.5% |
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