+190.5%
COPX vs M
+76.0%
+114.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.3% |
| 7D | -4.0% | +4.7% | -8.7% | -5.1% |
| 30D | +4.5% | -9.6% | +14.2% | +7.0% |
| 3M | +0.8% | +0.9% | 0.0% | +0.3% |
| 6M | +3.2% | +22.3% | -19.1% | -2.2% |
| YTD | +26.7% | +6.5% | +20.2% | +23.4% |
| 1Y | +85.7% | +38.8% | +46.9% | +69.0% |
| 3Y | +151.2% | +115.9% | +35.3% | +94.4% |
| 5Y | +170.0% | +28.6% | +141.4% | +118.9% |
| 10Y | +572.9% | -2.5% | +575.5% | +380.8% |
| All | +190.5% | +76.0% | +114.5% | +30.2% |
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