+627.6%
ECL vs COPX
+198.0%
+429.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.6% |
| 7D | -0.8% | +5.8% | -6.5% | -2.4% |
| 30D | -2.5% | +7.2% | -9.7% | -4.6% |
| 3M | +8.3% | +16.5% | -8.2% | +2.8% |
| 6M | -1.1% | +18.4% | -19.5% | -7.6% |
| YTD | +6.5% | +31.9% | -25.4% | -4.6% |
| 1Y | +2.1% | +88.5% | -86.4% | -18.5% |
| 3Y | +57.6% | +173.1% | -115.5% | +7.8% |
| 5Y | +28.1% | +193.1% | -165.1% | -16.9% |
| 10Y | +153.2% | +591.7% | -438.5% | +13.2% |
| All | +627.6% | +198.0% | +429.6% | +281.4% |
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