+12.9%
ED vs COPX
+73.9%
-61.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | -1.3% |
| 7D | -1.9% | -2.9% | +1.0% | -2.1% |
| 30D | +0.1% | 0.0% | +0.1% | +0.2% |
| 3M | 0.0% | +14.8% | -14.8% | +1.4% |
| 6M | -2.5% | +7.0% | -9.6% | -1.5% |
| YTD | +10.1% | +23.8% | -13.7% | +14.1% |
| All | +12.9% | +73.9% | -61.0% | +19.3% |
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 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