+149.1%
COPX vs ES
+42.6%
+106.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.7% |
| 7D | +3.3% | -0.1% | +3.4% | +3.3% |
| 30D | -12.2% | +5.7% | -18.0% | -13.4% |
| 3M | -14.5% | -2.8% | -11.7% | -14.1% |
| 6M | -12.2% | +7.0% | -19.1% | -14.1% |
| YTD | +5.2% | +6.8% | -1.6% | +3.0% |
| 1Y | +27.0% | -0.5% | +27.4% | +25.7% |
| 3Y | +149.1% | +47.2% | +102.0% | +102.9% |
| All | +149.1% | +42.6% | +106.5% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling