+11.8%
CRM vs COPX
+149.4%
-137.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -4.4% | -2.3% | -2.1% | -4.3% |
| 30D | +28.1% | +0.3% | +27.9% | +28.0% |
| 3M | +48.8% | +6.8% | +42.0% | +47.6% |
| 6M | +28.3% | +7.9% | +20.3% | +26.2% |
| YTD | -6.0% | +23.7% | -29.8% | -11.7% |
| 1Y | +1.4% | +71.5% | -70.1% | -12.9% |
| 3Y | +11.8% | +149.1% | -137.3% | -16.7% |
| All | +11.8% | +149.4% | -137.5% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling