+310.2%
COP vs PSX
+1,187.1%
-876.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | +4.4% | +7.8% | -3.4% | -1.0% |
| 30D | 0.0% | -10.9% | +10.9% | +7.9% |
| 3M | +15.0% | +14.5% | +0.5% | +4.0% |
| 6M | +22.0% | +56.1% | -34.1% | -11.8% |
| YTD | +55.3% | +109.6% | -54.2% | -9.5% |
| 1Y | +64.1% | +95.5% | -31.4% | +0.4% |
| 3Y | +34.1% | +156.2% | -122.1% | -34.4% |
| 5Y | +133.4% | +310.0% | -176.6% | -19.3% |
| 10Y | +338.6% | +368.0% | -29.4% | +35.5% |
| All | +310.2% | +1,187.1% | -876.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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