+314.1%
COPX vs SM
+18.0%
+296.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -2.8% | +9.4% | -12.2% | -4.3% |
| 30D | -14.3% | -14.4% | 0.0% | -12.7% |
| 3M | -19.0% | +1.6% | -20.6% | -20.0% |
| 6M | -24.4% | +6.3% | -30.8% | -26.7% |
| YTD | -3.2% | +78.8% | -82.0% | -15.5% |
| 1Y | +15.2% | +83.1% | -68.0% | +0.1% |
| 3Y | +127.6% | -5.9% | +133.5% | +116.4% |
| 5Y | +106.0% | +4.8% | +101.2% | +87.4% |
| All | +314.1% | +18.0% | +296.1% | +163.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling