+32.2%
COPX vs ES
-1.6%
+33.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.8% |
| 7D | -3.0% | +5.3% | -8.3% | -3.2% |
| 30D | -13.6% | +8.9% | -22.6% | -14.1% |
| 3M | -11.2% | -1.9% | -9.3% | -10.9% |
| 6M | -2.4% | +3.9% | -6.3% | -3.4% |
| YTD | +4.2% | +8.3% | -4.1% | +3.8% |
| 1Y | +32.2% | -0.1% | +32.3% | +31.7% |
| All | +32.2% | -1.6% | +33.8% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling