+184.0%
COPX vs SIRI
+239.9%
-55.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.2% | -8.2% | -7.4% |
| 7D | -2.9% | -3.0% | +0.1% | -2.0% |
| 30D | 0.0% | +1.3% | -1.3% | -0.5% |
| 3M | +14.8% | +5.6% | +9.2% | +12.2% |
| 6M | +7.0% | +35.1% | -28.1% | -3.4% |
| YTD | +23.8% | +49.0% | -25.2% | +7.3% |
| 1Y | +75.7% | +26.8% | +48.9% | +59.8% |
| 3Y | +156.4% | -23.7% | +180.1% | +156.8% |
| 5Y | +167.6% | -41.8% | +209.4% | +171.2% |
| 10Y | +569.1% | -11.3% | +580.4% | +435.2% |
| All | +184.0% | +239.9% | -55.9% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling