-69.0%
EL vs COPX
+167.3%
-236.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.7% | +0.8% |
| 7D | -4.4% | -2.9% | -1.5% | -3.3% |
| 30D | +10.3% | 0.0% | +10.3% | +10.1% |
| 3M | +13.4% | +14.8% | -1.4% | +5.5% |
| 6M | +3.1% | +7.0% | -4.0% | -2.9% |
| YTD | -6.9% | +23.8% | -30.8% | -19.6% |
| 1Y | +11.9% | +75.7% | -63.8% | -20.0% |
| 3Y | -33.8% | +156.4% | -190.2% | -62.4% |
| 5Y | -69.0% | +167.6% | -236.5% | -83.0% |
| All | -69.0% | +167.3% | -236.2% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling