+842.8%
CP vs COPX
+131.8%
+711.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -0.7% | -1.5% | +0.9% | -0.2% |
| 30D | +9.6% | -14.0% | +23.6% | +15.5% |
| 3M | +2.2% | -17.1% | +19.4% | +8.8% |
| 6M | +11.1% | -15.9% | +27.0% | +15.5% |
| YTD | +28.2% | +2.6% | +25.6% | +20.3% |
| 1Y | +32.2% | +21.6% | +10.6% | +15.5% |
| 3Y | +35.5% | +142.7% | -107.2% | -14.8% |
| 5Y | +26.8% | +122.2% | -95.5% | -20.2% |
| 10Y | +256.9% | +338.8% | -81.8% | +48.8% |
| All | +842.8% | +131.8% | +711.0% | +377.7% |
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