+183.7%
COPX vs BG
+206.9%
-23.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.7% |
| 7D | -2.3% | +3.1% | -5.5% | -3.8% |
| 30D | +0.3% | +10.2% | -10.0% | -4.7% |
| 3M | +6.8% | -1.7% | +8.5% | +6.5% |
| 6M | +7.9% | +1.0% | +7.0% | +5.5% |
| YTD | +23.7% | +39.9% | -16.2% | +3.1% |
| 1Y | +71.5% | +53.2% | +18.3% | +35.3% |
| 3Y | +149.1% | +16.3% | +132.8% | +119.4% |
| 5Y | +167.3% | +83.9% | +83.5% | +79.7% |
| 10Y | +568.5% | +165.1% | +403.4% | +225.3% |
| All | +183.7% | +206.9% | -23.2% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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