+238.9%
CRM vs COPX
+583.8%
-344.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -2.3% | -2.1% | -3.9% |
| 30D | +28.1% | +0.3% | +27.9% | +27.7% |
| 3M | +48.8% | +6.8% | +42.0% | +44.4% |
| 6M | +28.3% | +7.9% | +20.3% | +21.7% |
| YTD | -6.0% | +23.7% | -29.8% | -16.4% |
| 1Y | +1.4% | +71.5% | -70.1% | -20.4% |
| 3Y | +11.8% | +149.1% | -137.3% | -26.3% |
| 5Y | -2.0% | +167.3% | -169.3% | -39.0% |
| All | +238.9% | +583.8% | -344.9% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling