+606.1%
COST vs COPX
+583.8%
+22.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.2% | -2.3% | +1.2% | -0.9% |
| 30D | -4.7% | +0.3% | -5.0% | -4.9% |
| 3M | -7.1% | +6.8% | -13.9% | -8.4% |
| 6M | -8.5% | +7.9% | -16.5% | -10.7% |
| YTD | +5.4% | +23.7% | -18.4% | 0.0% |
| 1Y | -5.6% | +71.5% | -77.2% | -15.7% |
| 3Y | +68.5% | +149.1% | -80.6% | +37.5% |
| 5Y | +105.2% | +167.3% | -62.1% | +62.4% |
| All | +606.1% | +583.8% | +22.3% | +348.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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