+224.6%
D vs COPX
+118.6%
+106.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -1.4% | -2.8% | +1.5% | -1.0% |
| 30D | +7.7% | -14.3% | +22.1% | +9.8% |
| 3M | -0.3% | -19.0% | +18.8% | +2.3% |
| 6M | +10.1% | -24.4% | +34.5% | +13.4% |
| YTD | +19.1% | -3.2% | +22.3% | +17.2% |
| 1Y | +15.9% | +15.2% | +0.8% | +11.0% |
| 3Y | +75.0% | +127.6% | -52.6% | +47.9% |
| 5Y | +13.4% | +106.0% | -92.6% | -4.2% |
| 10Y | +47.5% | +313.7% | -266.2% | +1.8% |
| All | +224.6% | +118.6% | +106.1% | +135.6% |
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