+14.7%
D vs COPX
+16.7%
-2.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.8% |
| 7D | -3.1% | +1.1% | -4.2% | -3.1% |
| 30D | +8.4% | -15.9% | +24.2% | +8.4% |
| 3M | +0.2% | -19.6% | +19.8% | +0.3% |
| 6M | +9.5% | -21.5% | +31.0% | +9.9% |
| YTD | +18.8% | -0.8% | +19.6% | +20.6% |
| 1Y | +14.7% | +15.2% | -0.5% | +18.4% |
| All | +14.7% | +16.7% | -2.0% | +18.4% |
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