+24.4%
EL vs COPX
+583.8%
-559.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -6.5% | -2.3% | -4.1% | -5.7% |
| 30D | +11.1% | +0.3% | +10.9% | +10.9% |
| 3M | +10.7% | +6.8% | +3.9% | +6.8% |
| 6M | +6.9% | +7.9% | -1.1% | +0.8% |
| YTD | -6.3% | +23.7% | -30.0% | -17.5% |
| 1Y | +13.5% | +71.5% | -58.1% | -14.0% |
| 3Y | -33.1% | +149.1% | -182.2% | -57.8% |
| 5Y | -68.8% | +167.3% | -236.1% | -81.2% |
| All | +24.4% | +583.8% | -559.4% | -50.6% |
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