+223.9%
D vs COPX
+124.2%
+99.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | -3.1% | +1.1% | -4.2% | -3.3% |
| 30D | +8.4% | -15.9% | +24.2% | +10.8% |
| 3M | +0.2% | -19.6% | +19.8% | +2.9% |
| 6M | +9.5% | -21.5% | +31.0% | +12.2% |
| YTD | +18.8% | -0.8% | +19.6% | +16.6% |
| 1Y | +14.7% | +15.2% | -0.5% | +9.9% |
| 3Y | +72.9% | +134.7% | -61.8% | +45.5% |
| 5Y | +13.1% | +111.3% | -98.2% | -4.7% |
| 10Y | +47.2% | +324.3% | -277.2% | +1.2% |
| All | +223.9% | +124.2% | +99.7% | +134.2% |
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