-70.0%
CPNG vs COPX
+187.8%
-257.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.7% |
| 7D | -7.6% | +6.0% | -13.6% | -9.7% |
| 30D | -8.8% | +6.4% | -15.3% | -11.2% |
| 3M | -7.2% | +19.3% | -26.5% | -14.0% |
| 6M | -21.5% | +16.2% | -37.8% | -27.5% |
| YTD | -37.4% | +33.2% | -70.6% | -46.2% |
| 1Y | -54.3% | +90.2% | -144.6% | -66.7% |
| 3Y | -20.3% | +175.7% | -196.0% | -52.7% |
| 5Y | -51.2% | +193.1% | -244.3% | -71.0% |
| All | -70.0% | +187.8% | -257.8% | -81.9% |
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