+297.4%
COP vs PSX
+1,156.9%
-859.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | -0.5% |
| 7D | +0.7% | -0.4% | +1.0% | +0.7% |
| 30D | +0.2% | -8.1% | +8.3% | +5.9% |
| 3M | +10.2% | +15.9% | -5.7% | -1.4% |
| 6M | +20.1% | +49.4% | -29.3% | -10.5% |
| YTD | +50.5% | +104.7% | -54.1% | -10.8% |
| 1Y | +56.8% | +89.1% | -32.3% | -1.8% |
| 3Y | +30.3% | +151.7% | -121.5% | -35.5% |
| 5Y | +126.8% | +298.3% | -171.5% | -20.0% |
| 10Y | +325.0% | +357.1% | -32.1% | +33.5% |
| All | +297.4% | +1,156.9% | -859.4% | -2.6% |
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