+619.4%
COPX vs M
-7.1%
+626.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +1.8% |
| 7D | +6.0% | -4.1% | +10.0% | +6.8% |
| 30D | +6.4% | -13.6% | +20.0% | +9.5% |
| 3M | +19.3% | -2.3% | +21.6% | +19.4% |
| 6M | +16.2% | +21.9% | -5.7% | +11.1% |
| YTD | +33.2% | -0.6% | +33.8% | +32.0% |
| 1Y | +90.2% | +29.7% | +60.5% | +78.1% |
| 3Y | +175.7% | +107.3% | +68.4% | +124.5% |
| 5Y | +193.1% | +20.5% | +172.6% | +150.5% |
| 10Y | +619.4% | -6.1% | +625.5% | +409.0% |
| All | +619.4% | -7.1% | +626.5% | +409.0% |
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