+338.8%
COPX vs M
-5.1%
+343.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -1.5% | -3.3% | +1.8% | -0.9% |
| 30D | -14.0% | +8.1% | -22.1% | -15.4% |
| 3M | -17.1% | +2.2% | -19.3% | -17.8% |
| 6M | -15.9% | +35.1% | -51.0% | -21.3% |
| YTD | +2.6% | +15.8% | -13.2% | -1.6% |
| 1Y | +21.6% | +25.8% | -4.2% | +14.5% |
| 3Y | +142.7% | +156.2% | -13.6% | +89.6% |
| 5Y | +122.2% | -2.4% | +124.6% | +99.7% |
| 10Y | +338.8% | -7.1% | +345.9% | +209.8% |
| All | +338.8% | -5.1% | +343.9% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling