-4.5%
CRS vs COPX
+31.7%
-36.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.5% | -3.2% |
| 7D | +4.3% | -3.0% | +7.3% | +5.5% |
| 30D | -25.5% | -13.6% | -11.8% | -21.0% |
| 3M | -48.7% | -11.2% | -37.5% | -46.5% |
| 6M | -31.6% | -2.4% | -29.2% | -32.2% |
| YTD | -7.0% | +4.2% | -11.2% | -16.1% |
| 1Y | -4.5% | +32.2% | -36.7% | -25.2% |
| All | -4.5% | +31.7% | -36.2% | -25.2% |
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