+225.0%
CP vs COPX
+583.8%
-358.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -2.6% | -2.3% | -0.2% | -1.9% |
| 30D | -3.7% | +0.3% | -4.0% | -4.1% |
| 3M | +0.1% | +6.8% | -6.7% | -3.2% |
| 6M | +7.8% | +7.9% | -0.1% | +2.2% |
| YTD | +21.7% | +23.7% | -2.0% | +8.1% |
| 1Y | +18.6% | +71.5% | -52.9% | -7.9% |
| 3Y | +17.5% | +149.1% | -131.6% | -24.0% |
| 5Y | +35.4% | +167.3% | -132.0% | -18.3% |
| All | +225.0% | +583.8% | -358.8% | +11.5% |
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