+190.5%
COPX vs ES
+351.8%
-161.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.4% |
| 7D | -4.0% | +0.3% | -4.3% | -4.1% |
| 30D | +4.5% | -2.0% | +6.5% | +5.2% |
| 3M | +0.8% | +1.7% | -0.8% | -0.4% |
| 6M | +3.2% | -3.5% | +6.7% | +4.1% |
| YTD | +26.7% | +7.9% | +18.8% | +22.0% |
| 1Y | +85.7% | +17.2% | +68.5% | +71.1% |
| 3Y | +151.2% | +29.3% | +121.9% | +116.5% |
| 5Y | +170.0% | -5.7% | +175.7% | +163.6% |
| 10Y | +572.9% | +85.2% | +487.7% | +323.3% |
| All | +190.5% | +351.8% | -161.3% | -39.1% |
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