+32.2%
COPX vs SM
+70.4%
-38.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -15.3% | +19.3% | +1.1% |
| 7D | -3.0% | -21.5% | +18.5% | -6.9% |
| 30D | -13.6% | -11.4% | -2.2% | -15.2% |
| 3M | -11.2% | +0.6% | -11.8% | -10.3% |
| 6M | -2.4% | +0.2% | -2.6% | -0.2% |
| YTD | +4.2% | +69.7% | -65.4% | +7.2% |
| 1Y | +32.2% | +71.6% | -39.4% | +36.1% |
| All | +32.2% | +70.4% | -38.2% | +36.1% |
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