+287.1%
COP vs PSX
+1,139.4%
-852.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | +3.0% | +4.5% | -1.5% | -0.1% |
| 30D | +17.5% | +26.6% | -9.1% | -0.7% |
| 3M | +13.4% | +39.3% | -25.9% | -10.7% |
| 6M | +17.7% | +56.8% | -39.1% | -15.1% |
| YTD | +46.6% | +101.8% | -55.2% | -11.8% |
| 1Y | +44.6% | +99.6% | -55.0% | -12.5% |
| 3Y | +20.7% | +140.3% | -119.7% | -38.1% |
| 5Y | +185.0% | +339.3% | -154.3% | -6.0% |
| 10Y | +347.0% | +369.9% | -22.9% | +39.6% |
| All | +287.1% | +1,139.4% | -852.4% | -3.7% |
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