+65.2%
CSGP vs COPX
+384.5%
-319.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.1% | -5.0% |
| 7D | +1.3% | -1.0% | +2.2% | +1.5% |
| 30D | +10.7% | -14.8% | +25.4% | +14.2% |
| 3M | +3.3% | -17.2% | +20.5% | +6.8% |
| 6M | -10.3% | -14.5% | +4.1% | -9.5% |
| YTD | -54.6% | -0.4% | -54.2% | -57.2% |
| 1Y | -54.6% | +21.9% | -76.5% | -60.0% |
| 3Y | -60.3% | +123.7% | -184.1% | -72.3% |
| 5Y | -63.3% | +121.8% | -185.1% | -74.8% |
| All | +65.2% | +384.5% | -319.3% | -18.2% |
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 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