+141.4%
COPX vs SM
-8.5%
+150.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | +0.2% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | -14.0% | -17.3% | +3.3% | -12.5% |
| 3M | -17.1% | -3.6% | -13.5% | -17.7% |
| 6M | -15.9% | +2.9% | -18.8% | -18.0% |
| YTD | +2.6% | +70.2% | -67.6% | -14.1% |
| 1Y | +21.6% | +66.5% | -44.9% | +2.2% |
| All | +141.4% | -8.5% | +150.0% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling