+21.8%
CP vs COPX
+171.8%
-150.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.5% |
| 7D | +2.4% | +5.8% | -3.3% | +1.1% |
| 30D | -0.5% | +7.2% | -7.7% | -2.2% |
| 3M | +1.4% | +16.5% | -15.1% | -2.7% |
| 6M | +10.3% | +18.4% | -8.1% | +4.2% |
| YTD | +24.3% | +31.9% | -7.6% | +12.4% |
| 1Y | +20.4% | +88.5% | -68.0% | -3.2% |
| 3Y | +21.8% | +173.1% | -151.3% | -17.3% |
| All | +21.8% | +171.8% | -150.1% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling