+412.6%
CSX vs COPX
+368.8%
+43.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.6% | -2.8% | +0.9% |
| 7D | -2.2% | +3.3% | -5.5% | -3.3% |
| 30D | +6.8% | -12.2% | +19.1% | +11.1% |
| 3M | +0.7% | -14.5% | +15.2% | +5.2% |
| 6M | +13.3% | -12.2% | +25.4% | +15.3% |
| YTD | +40.5% | +5.2% | +35.3% | +31.3% |
| 1Y | +44.7% | +27.0% | +17.7% | +25.6% |
| 3Y | +74.5% | +149.1% | -74.6% | +8.9% |
| 5Y | +52.0% | +132.1% | -80.1% | -6.6% |
| 10Y | +412.6% | +365.9% | +46.7% | +88.6% |
| All | +412.6% | +368.8% | +43.9% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling