+216.7%
CTVA vs COPX
+457.7%
-241.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -4.5% | -2.3% | -2.2% | -3.9% |
| 30D | +11.3% | +0.3% | +11.1% | +10.7% |
| 3M | +12.3% | +6.8% | +5.5% | +8.3% |
| 6M | +7.2% | +7.9% | -0.8% | +1.0% |
| YTD | +26.0% | +23.7% | +2.3% | +11.0% |
| 1Y | +16.0% | +71.5% | -55.5% | -11.8% |
| 3Y | +73.9% | +149.1% | -75.2% | +7.6% |
| 5Y | +103.8% | +167.3% | -63.5% | +16.5% |
| All | +216.7% | +457.7% | -241.0% | -1.0% |
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 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