+55.4%
CVS vs COPX
+149.6%
-94.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | +0.2% |
| 7D | -2.0% | -2.9% | +0.9% | -1.9% |
| 30D | +1.9% | 0.0% | +1.9% | +1.8% |
| 3M | -2.2% | +14.8% | -17.0% | -3.1% |
| 6M | +26.7% | +7.0% | +19.7% | +25.6% |
| YTD | +22.9% | +23.8% | -1.0% | +20.3% |
| 1Y | +32.9% | +75.7% | -42.8% | +26.6% |
| All | +55.4% | +149.6% | -94.2% | +37.3% |
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