+2,040.8%
COST vs COPX
+200.8%
+1,840.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.8% | -1.0% |
| 7D | -2.8% | +6.0% | -8.8% | -3.6% |
| 30D | -5.3% | +6.4% | -11.7% | -6.2% |
| 3M | -6.7% | +19.3% | -25.9% | -9.6% |
| 6M | -9.9% | +16.2% | -26.2% | -13.1% |
| YTD | +5.1% | +33.2% | -28.0% | -1.2% |
| 1Y | -7.3% | +90.2% | -97.5% | -18.3% |
| 3Y | +70.4% | +175.7% | -105.3% | +38.2% |
| 5Y | +104.4% | +193.1% | -88.7% | +61.4% |
| 10Y | +609.0% | +619.4% | -10.4% | +355.0% |
| All | +2,040.8% | +200.8% | +1,840.0% | +1,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling