+133.5%
COPX vs ES
+347.9%
-214.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.3% | -3.2% |
| 7D | +1.6% | +0.9% | +0.8% | +1.2% |
| 30D | -15.0% | +5.9% | -20.9% | -17.2% |
| 3M | -18.6% | -1.0% | -17.6% | -18.6% |
| 6M | -14.9% | +7.2% | -22.1% | -18.0% |
| YTD | +1.8% | +7.0% | -5.1% | -1.9% |
| 1Y | +19.7% | +0.5% | +19.2% | +17.5% |
| 3Y | +140.9% | +48.7% | +92.2% | +95.0% |
| 5Y | +130.6% | +1.9% | +128.6% | +117.0% |
| 10Y | +326.5% | +89.2% | +237.3% | +163.6% |
| All | +133.5% | +347.9% | -214.4% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling