+110.8%
EAT vs COPX
+31.7%
+79.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.0% | +2.3% | +5.7% |
| 7D | -0.1% | -3.0% | +2.8% | +0.3% |
| 30D | +13.5% | -13.6% | +27.2% | +15.6% |
| 3M | +1.0% | -11.2% | +12.2% | +2.3% |
| 6M | +57.3% | -2.4% | +59.7% | +52.7% |
| YTD | +53.6% | +4.2% | +49.4% | +49.6% |
| 1Y | +110.8% | +32.2% | +78.6% | +104.4% |
| All | +110.8% | +31.7% | +79.1% | +104.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling