-34.4%
DOW vs COPX
+149.6%
-183.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +2.9% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | -4.1% | 0.0% | -4.1% | -4.5% |
| 3M | -12.4% | +14.8% | -27.2% | -17.2% |
| 6M | -10.6% | +7.0% | -17.7% | -15.1% |
| YTD | +31.1% | +23.8% | +7.2% | +13.0% |
| 1Y | +30.5% | +75.7% | -45.2% | -7.1% |
| All | -34.4% | +149.6% | -183.9% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling