+74.7%
CSX vs COPX
+158.0%
-83.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -3.4% | -4.0% | +0.6% | -2.8% |
| 30D | -3.1% | +4.5% | -7.6% | -3.7% |
| 3M | +7.2% | +0.8% | +6.3% | +6.7% |
| 6M | +16.2% | +3.2% | +13.0% | +14.4% |
| YTD | +37.5% | +26.7% | +10.8% | +30.5% |
| 1Y | +53.2% | +85.7% | -32.5% | +36.3% |
| All | +74.7% | +158.0% | -83.2% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling