+26.8%
CP vs COPX
+127.6%
-100.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -0.7% | -1.5% | +0.9% | -0.4% |
| 30D | +9.6% | -14.0% | +23.6% | +13.9% |
| 3M | +2.2% | -17.1% | +19.4% | +7.0% |
| 6M | +11.1% | -15.9% | +27.0% | +14.6% |
| YTD | +28.2% | +2.6% | +25.6% | +21.8% |
| 1Y | +32.2% | +21.6% | +10.6% | +18.3% |
| 3Y | +35.5% | +142.7% | -107.2% | -8.7% |
| 5Y | +26.8% | +122.2% | -95.5% | -15.8% |
| All | +26.8% | +127.6% | -100.8% | -15.8% |
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