+85.7%
COPX vs SM
+37.6%
+48.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -1.0% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +4.5% | +26.3% | -21.8% | +7.8% |
| 3M | +0.8% | +8.7% | -7.8% | +2.7% |
| 6M | +3.2% | +51.7% | -48.5% | +5.3% |
| YTD | +26.7% | +99.0% | -72.3% | +24.4% |
| 1Y | +85.7% | +34.6% | +51.1% | +86.3% |
| All | +85.7% | +37.6% | +48.1% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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