+605.0%
EAT vs COPX
+168.3%
+436.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.4% |
| 7D | -6.8% | +6.0% | -12.8% | -8.0% |
| 30D | -5.4% | +6.4% | -11.8% | -6.8% |
| 3M | +42.8% | +19.3% | +23.5% | +36.3% |
| 6M | +56.5% | +16.2% | +40.3% | +48.5% |
| YTD | +50.0% | +33.2% | +16.9% | +35.8% |
| 1Y | +38.3% | +90.2% | -52.0% | +11.4% |
| All | +605.0% | +168.3% | +436.7% | +367.3% |
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 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