+98.8%
CVE vs COPX
+84.7%
+14.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | +2.5% | -4.0% | +6.5% | +2.6% |
| 30D | +16.7% | +4.5% | +12.2% | +16.5% |
| 3M | +9.3% | +0.8% | +8.4% | +9.6% |
| 6M | +43.6% | +3.2% | +40.4% | +46.5% |
| YTD | +93.6% | +26.7% | +66.9% | +89.3% |
| 1Y | +98.8% | +85.7% | +13.1% | +108.0% |
| All | +98.8% | +84.7% | +14.1% | +108.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling