+268.5%
DD vs COPX
+198.0%
+70.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -2.3% |
| 7D | -0.6% | +5.8% | -6.4% | -3.5% |
| 30D | -7.4% | +7.2% | -14.6% | -11.0% |
| 3M | -6.4% | +16.5% | -22.9% | -14.5% |
| 6M | -2.5% | +18.4% | -20.9% | -12.9% |
| YTD | +10.2% | +31.9% | -21.7% | -8.3% |
| 1Y | +36.9% | +88.5% | -51.5% | -6.6% |
| 3Y | +47.0% | +173.1% | -126.1% | -20.6% |
| 5Y | +63.1% | +193.1% | -130.0% | -18.6% |
| 10Y | +68.2% | +591.7% | -523.5% | -52.9% |
| All | +268.5% | +198.0% | +70.5% | +65.4% |
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 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