+482.4%
CSX vs COPX
+592.9%
-110.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -2.2% |
| 7D | +0.6% | +5.8% | -5.1% | -1.4% |
| 30D | -2.3% | +7.2% | -9.5% | -4.7% |
| 3M | +4.3% | +16.5% | -12.2% | -2.0% |
| 6M | +23.4% | +18.4% | +4.9% | +13.3% |
| YTD | +36.4% | +31.9% | +4.5% | +18.9% |
| 1Y | +53.0% | +88.5% | -35.5% | +15.5% |
| 3Y | +70.6% | +173.1% | -102.5% | +5.1% |
| 5Y | +65.5% | +193.1% | -127.6% | -6.1% |
| 10Y | +482.4% | +591.7% | -109.3% | +83.3% |
| All | +482.4% | +592.9% | -110.6% | +83.3% |
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 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