-63.1%
CSGP vs COPX
+107.3%
-170.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.2% |
| 7D | +1.3% | -2.8% | +4.2% | +1.7% |
| 30D | +2.8% | -14.3% | +17.2% | +4.9% |
| 3M | -6.3% | -19.0% | +12.7% | -3.9% |
| 6M | -3.2% | -24.4% | +21.3% | 0.0% |
| YTD | -54.0% | -3.2% | -50.7% | -56.5% |
| 1Y | -54.8% | +15.2% | -70.0% | -59.7% |
| 3Y | -60.6% | +127.6% | -188.2% | -73.5% |
| All | -63.1% | +107.3% | -170.4% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling