+51.6%
ED vs COPX
+128.6%
-76.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.2% |
| 7D | +2.1% | -2.8% | +4.9% | +1.9% |
| 30D | +10.4% | -14.3% | +24.7% | +9.6% |
| 3M | +12.5% | -19.0% | +31.6% | +11.5% |
| 6M | +14.9% | -24.4% | +39.3% | +13.9% |
| YTD | +24.8% | -3.2% | +28.1% | +25.0% |
| 1Y | +23.8% | +15.2% | +8.7% | +24.7% |
| 3Y | +51.6% | +127.6% | -76.0% | +39.9% |
| All | +51.6% | +128.6% | -76.9% | +39.9% |
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