+32.2%
COPX vs SIRI
+59.9%
-27.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.4% | -4.5% | +3.0% |
| 7D | -3.0% | +22.3% | -25.2% | -5.0% |
| 30D | -13.6% | +26.9% | -40.6% | -15.9% |
| 3M | -11.2% | +9.6% | -20.8% | -12.0% |
| 6M | -2.4% | +27.2% | -29.6% | -6.0% |
| YTD | +4.2% | +72.4% | -68.2% | -0.9% |
| 1Y | +32.2% | +59.9% | -27.8% | +31.4% |
| All | +32.2% | +59.9% | -27.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling