+318.7%
EAT vs COPX
+167.3%
+151.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | +1.7% |
| 7D | -6.2% | -2.9% | -3.3% | -5.6% |
| 30D | -3.0% | 0.0% | -3.0% | -3.3% |
| 3M | +45.6% | +14.8% | +30.8% | +38.2% |
| 6M | +53.5% | +7.0% | +46.5% | +46.8% |
| YTD | +49.6% | +23.8% | +25.7% | +34.4% |
| 1Y | +38.9% | +75.7% | -36.8% | +8.8% |
| 3Y | +589.7% | +156.4% | +433.3% | +344.5% |
| 5Y | +318.7% | +167.6% | +151.1% | +153.3% |
| All | +318.7% | +167.3% | +151.4% | +153.3% |
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