+3.2%
COPX vs SM
+58.1%
-54.9%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -1.4% |
| 7D | -4.0% | +0.1% | -4.1% | -3.9% |
| 30D | +4.5% | +26.3% | -21.8% | +12.7% |
| 3M | +0.8% | +8.7% | -7.8% | +3.3% |
| 6M | +3.2% | +51.7% | -48.5% | +33.7% |
| All | +3.2% | +58.1% | -54.9% | +33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling