+970.1%
CSX vs COPX
+186.2%
+783.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -3.4% | -4.0% | +0.6% | -1.9% |
| 30D | -3.1% | +4.5% | -7.6% | -4.8% |
| 3M | +7.2% | +0.8% | +6.3% | +5.4% |
| 6M | +16.2% | +3.2% | +13.0% | +11.7% |
| YTD | +37.5% | +26.7% | +10.8% | +20.6% |
| 1Y | +53.2% | +85.7% | -32.5% | +14.4% |
| 3Y | +68.2% | +151.2% | -82.9% | +5.3% |
| 5Y | +65.2% | +170.0% | -104.8% | -4.3% |
| 10Y | +504.1% | +572.9% | -68.8% | +110.2% |
| All | +970.1% | +186.2% | +783.8% | +381.0% |
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