+1,479.5%
CRS vs COPX
+200.8%
+1,278.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.7% |
| 7D | -0.5% | +6.0% | -6.5% | -4.6% |
| 30D | -18.1% | +6.4% | -24.5% | -22.0% |
| 3M | -12.4% | +19.3% | -31.7% | -23.8% |
| 6M | +15.9% | +16.2% | -0.3% | +0.8% |
| YTD | +45.8% | +33.2% | +12.7% | +12.2% |
| 1Y | +87.8% | +90.2% | -2.5% | +10.9% |
| 3Y | +648.7% | +175.7% | +473.1% | +216.7% |
| 5Y | +1,416.6% | +193.1% | +1,223.5% | +490.7% |
| 10Y | +1,412.7% | +619.4% | +793.3% | +202.0% |
| All | +1,479.5% | +200.8% | +1,278.7% | +405.9% |
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 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