+58.5%
DD vs COPX
+167.3%
-108.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +2.4% |
| 7D | -2.9% | -2.9% | 0.0% | -1.9% |
| 30D | -11.5% | 0.0% | -11.5% | -11.9% |
| 3M | -5.4% | +14.8% | -20.2% | -11.8% |
| 6M | -6.9% | +7.0% | -13.9% | -11.6% |
| YTD | +6.9% | +23.8% | -17.0% | -6.1% |
| 1Y | +35.6% | +75.7% | -40.1% | +0.4% |
| 3Y | +42.5% | +156.4% | -113.9% | -14.7% |
| 5Y | +58.5% | +167.6% | -109.1% | -8.3% |
| All | +58.5% | +167.3% | -108.8% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling