+564.9%
CSGP vs COPX
+125.0%
+439.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.5% | -6.1% | -5.1% |
| 7D | +1.3% | -1.0% | +2.2% | +1.5% |
| 30D | +10.7% | -14.8% | +25.4% | +14.9% |
| 3M | +3.3% | -17.2% | +20.5% | +7.6% |
| 6M | -10.3% | -14.5% | +4.1% | -9.3% |
| YTD | -54.6% | -0.4% | -54.2% | -57.3% |
| 1Y | -54.6% | +21.9% | -76.5% | -60.3% |
| 3Y | -60.3% | +123.7% | -184.1% | -72.6% |
| 5Y | -63.3% | +121.8% | -185.1% | -75.2% |
| 10Y | +66.5% | +397.9% | -331.4% | -22.7% |
| All | +564.9% | +125.0% | +439.9% | +274.7% |
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