+408.2%
ED vs COPX
+118.6%
+289.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.6% |
| 7D | +2.1% | -2.8% | +4.9% | +2.2% |
| 30D | +10.4% | -14.3% | +24.7% | +11.5% |
| 3M | +12.5% | -19.0% | +31.6% | +14.0% |
| 6M | +14.9% | -24.4% | +39.3% | +16.7% |
| YTD | +24.8% | -3.2% | +28.1% | +23.5% |
| 1Y | +23.8% | +15.2% | +8.7% | +20.6% |
| 3Y | +51.6% | +127.6% | -76.0% | +36.5% |
| 5Y | +86.4% | +106.0% | -19.6% | +67.7% |
| 10Y | +145.4% | +313.7% | -168.3% | +92.1% |
| All | +408.2% | +118.6% | +289.6% | +312.4% |
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