+122.2%
COPX vs SM
-0.4%
+122.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.6% | -4.8% | -0.3% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | -14.0% | -17.3% | +3.3% | -11.3% |
| 3M | -17.1% | -3.6% | -13.5% | -17.7% |
| 6M | -15.9% | +2.9% | -18.8% | -18.9% |
| YTD | +2.6% | +70.2% | -67.6% | -16.4% |
| 1Y | +21.6% | +66.5% | -44.9% | -0.6% |
| 3Y | +142.7% | -8.2% | +150.9% | +123.9% |
| 5Y | +122.2% | -1.5% | +123.7% | +96.4% |
| All | +122.2% | -0.4% | +122.6% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling