+1,024.0%
CSX vs COPX
+131.8%
+892.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.3% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | +8.7% | -14.0% | +22.7% | +14.3% |
| 3M | +4.2% | -17.1% | +21.3% | +10.5% |
| 6M | +16.7% | -15.9% | +32.6% | +20.9% |
| YTD | +44.5% | +2.6% | +41.9% | +35.7% |
| 1Y | +50.3% | +21.6% | +28.7% | +31.6% |
| 3Y | +76.3% | +142.7% | -66.4% | +9.7% |
| 5Y | +58.1% | +122.2% | -64.1% | -2.0% |
| 10Y | +416.4% | +338.8% | +77.6% | +111.4% |
| All | +1,024.0% | +131.8% | +892.2% | +441.2% |
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