+141.1%
COPX vs M
+92.1%
+49.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +3.7% |
| 7D | +3.3% | +2.5% | +0.8% | +2.7% |
| 30D | -12.2% | +10.1% | -22.3% | -14.4% |
| 3M | -14.5% | -0.9% | -13.6% | -14.7% |
| 6M | -12.2% | +30.2% | -42.3% | -18.2% |
| YTD | +5.2% | +16.3% | -11.1% | 0.0% |
| 1Y | +27.0% | +27.0% | 0.0% | +17.9% |
| 3Y | +149.1% | +154.5% | -5.4% | +85.1% |
| 5Y | +132.1% | -1.1% | +133.2% | +103.4% |
| 10Y | +365.9% | +0.5% | +365.4% | +233.4% |
| All | +141.1% | +92.1% | +49.0% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling