+474.4%
EFX vs COPX
+200.8%
+273.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | -9.4% | +6.0% | -15.3% | -10.8% |
| 30D | -6.9% | +6.4% | -13.3% | -8.6% |
| 3M | +0.1% | +19.3% | -19.2% | -5.6% |
| 6M | -17.3% | +16.2% | -33.6% | -22.4% |
| YTD | -21.8% | +33.2% | -55.0% | -30.6% |
| 1Y | -32.5% | +90.2% | -122.8% | -46.6% |
| 3Y | -12.3% | +175.7% | -188.0% | -39.8% |
| 5Y | -36.6% | +193.1% | -229.7% | -58.3% |
| 10Y | +41.0% | +619.4% | -578.4% | -35.3% |
| All | +474.4% | +200.8% | +273.6% | +221.3% |
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