+572.7%
CSGP vs COPX
+186.2%
+386.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -4.1% | -4.0% | -0.1% | -3.0% |
| 30D | +2.3% | +4.5% | -2.2% | +0.8% |
| 3M | -8.2% | +0.8% | -9.0% | -9.8% |
| 6M | -35.1% | +3.2% | -38.2% | -37.6% |
| YTD | -54.0% | +26.7% | -80.7% | -59.3% |
| 1Y | -65.3% | +85.7% | -151.0% | -73.1% |
| 3Y | -62.6% | +151.2% | -213.7% | -74.6% |
| 5Y | -64.8% | +170.0% | -234.8% | -77.3% |
| 10Y | +45.1% | +572.9% | -527.8% | -37.8% |
| All | +572.7% | +186.2% | +386.5% | +258.0% |
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 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