+1,093.2%
CRM vs COPX
+179.5%
+913.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.6% |
| 3M | +48.8% | +6.8% | +42.0% | +43.5% |
| 6M | +28.3% | +7.9% | +20.3% | +20.5% |
| YTD | -6.0% | +23.7% | -29.8% | -17.7% |
| 1Y | +1.4% | +71.5% | -70.1% | -22.3% |
| 3Y | +11.8% | +149.1% | -137.3% | -28.9% |
| 5Y | -2.0% | +167.3% | -169.3% | -41.4% |
| 10Y | +239.6% | +568.5% | -328.9% | +24.4% |
| All | +1,093.2% | +179.5% | +913.7% | +530.4% |
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 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