+90.2%
COPX vs ES
+17.2%
+73.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.1% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +6.4% | -1.0% | +7.5% | +6.5% |
| 3M | +19.3% | +1.5% | +17.8% | +18.4% |
| 6M | +16.2% | -3.5% | +19.7% | +15.8% |
| YTD | +33.2% | +7.0% | +26.2% | +32.1% |
| 1Y | +90.2% | +15.3% | +74.9% | +80.0% |
| All | +90.2% | +17.2% | +73.1% | +80.0% |
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