+39.7%
EFX vs COPX
+583.8%
-544.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -4.5% | -2.3% | -2.2% | -4.1% |
| 30D | -6.1% | +0.3% | -6.3% | -6.4% |
| 3M | +6.2% | +6.8% | -0.6% | +3.5% |
| 6M | -11.2% | +7.9% | -19.2% | -14.8% |
| YTD | -21.4% | +23.7% | -45.1% | -28.7% |
| 1Y | -34.3% | +71.5% | -105.9% | -46.5% |
| 3Y | -12.5% | +149.1% | -161.6% | -38.6% |
| 5Y | -35.6% | +167.3% | -202.9% | -56.9% |
| All | +39.7% | +583.8% | -544.1% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling