+202.4%
COPX vs VIG
+563.6%
-361.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +5.2% |
| 7D | +5.8% | -0.4% | +6.2% | +6.3% |
| 30D | +7.2% | -2.1% | +9.3% | +10.4% |
| 3M | +16.5% | +3.3% | +13.2% | +11.4% |
| 6M | +18.4% | +9.3% | +9.2% | +5.6% |
| YTD | +31.9% | +10.1% | +21.8% | +16.6% |
| 1Y | +88.5% | +14.7% | +73.8% | +57.9% |
| 3Y | +173.1% | +56.9% | +116.2% | +47.2% |
| 5Y | +193.1% | +62.9% | +130.2% | +49.2% |
| 10Y | +591.7% | +241.3% | +350.4% | +10.7% |
| All | +202.4% | +563.6% | -361.1% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 all: compounded portfolio wealth divided by compounded VIG 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…
all analysis · Full analysis span regression · 6 months rolling