-50.5%
CPNG vs COPX
+163.4%
-213.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -1.1% | -2.3% | +1.2% | -0.4% |
| 30D | -7.4% | +0.3% | -7.6% | -7.8% |
| 3M | -12.3% | +6.8% | -19.2% | -15.8% |
| 6M | -19.4% | +7.9% | -27.4% | -24.0% |
| YTD | -35.9% | +23.7% | -59.6% | -44.1% |
| 1Y | -53.4% | +71.5% | -124.9% | -65.7% |
| 3Y | -20.0% | +149.1% | -169.1% | -53.6% |
| All | -50.5% | +163.4% | -213.8% | -70.8% |
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