-63.2%
CSGP vs COPX
+119.7%
-182.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.1% | -4.9% |
| 7D | +1.3% | -1.0% | +2.2% | +1.4% |
| 30D | +10.7% | -14.8% | +25.4% | +13.0% |
| 3M | +3.3% | -17.2% | +20.5% | +5.6% |
| 6M | -10.3% | -14.5% | +4.1% | -9.9% |
| YTD | -54.6% | -0.4% | -54.2% | -57.3% |
| 1Y | -54.6% | +21.9% | -76.5% | -60.0% |
| 3Y | -60.3% | +123.7% | -184.1% | -72.9% |
| All | -63.2% | +119.7% | -182.9% | -75.0% |
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