+121.8%
COPX vs BB
-87.6%
+209.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | -2.8% | +1.8% | -4.7% | -3.1% |
| 30D | -14.3% | +8.1% | -22.5% | -15.7% |
| 3M | -19.0% | -1.0% | -18.0% | -19.4% |
| 6M | -24.4% | +45.9% | -70.3% | -30.5% |
| YTD | -3.2% | +134.8% | -138.1% | -18.6% |
| 1Y | +15.2% | +104.6% | -89.4% | -1.1% |
| 3Y | +127.6% | +152.8% | -25.2% | +80.3% |
| 5Y | +106.0% | -17.4% | +123.4% | +89.4% |
| 10Y | +313.7% | +22.4% | +291.3% | +186.3% |
| All | +121.8% | -87.6% | +209.4% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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