+34.9%
CP vs COPX
+193.3%
-158.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +0.6% | +6.0% | -5.4% | -1.0% |
| 30D | -0.5% | +6.4% | -6.9% | -2.3% |
| 3M | +0.1% | +19.3% | -19.2% | -5.5% |
| 6M | +7.8% | +16.2% | -8.4% | +1.4% |
| YTD | +22.9% | +33.2% | -10.3% | +9.4% |
| 1Y | +21.3% | +90.2% | -68.9% | -4.6% |
| 3Y | +20.4% | +175.7% | -155.3% | -19.4% |
| 5Y | +34.9% | +193.1% | -158.2% | -14.1% |
| All | +34.9% | +193.3% | -158.3% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling