-10.0%
CRM vs COPX
+31.7%
-41.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.0% | -1.8% | +2.6% |
| 7D | -6.2% | -3.0% | -3.2% | -6.5% |
| 30D | -1.2% | -13.6% | +12.5% | -2.5% |
| 3M | +19.1% | -11.2% | +30.3% | +18.0% |
| 6M | +23.0% | -2.4% | +25.4% | +23.6% |
| YTD | -13.7% | +4.2% | -17.9% | -16.5% |
| 1Y | -10.0% | +32.2% | -42.2% | -17.4% |
| All | -10.0% | +31.7% | -41.7% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling