+350.6%
ED vs COPX
+186.2%
+164.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -0.2% | -4.0% | +3.8% | +0.1% |
| 30D | -0.1% | +4.5% | -4.7% | -0.5% |
| 3M | +3.9% | +0.8% | +3.1% | +3.6% |
| 6M | -3.0% | +3.2% | -6.2% | -3.8% |
| YTD | +10.7% | +26.7% | -16.0% | +7.6% |
| 1Y | +13.3% | +85.7% | -72.3% | +6.3% |
| 3Y | +34.5% | +151.2% | -116.7% | +21.0% |
| 5Y | +67.1% | +170.0% | -102.8% | +47.5% |
| 10Y | +103.0% | +572.9% | -469.9% | +52.9% |
| All | +350.6% | +186.2% | +164.4% | +259.3% |
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 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