-61.5%
CSGP vs COPX
+142.4%
-203.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -7.1% | -1.5% | -5.6% | -7.1% |
| 30D | +3.6% | -14.0% | +17.6% | +4.1% |
| 3M | -2.7% | -17.1% | +14.4% | -2.3% |
| 6M | -8.0% | -15.9% | +7.8% | -7.5% |
| YTD | -55.0% | +2.6% | -57.6% | -57.2% |
| 1Y | -55.8% | +21.6% | -77.4% | -59.6% |
| All | -61.5% | +142.4% | -203.8% | -73.4% |
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 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