+264.0%
EL vs COPX
+198.0%
+66.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.7% |
| 7D | +1.7% | +5.8% | -4.1% | -0.6% |
| 30D | +15.5% | +7.2% | +8.3% | +12.4% |
| 3M | +20.6% | +16.5% | +4.1% | +12.9% |
| 6M | +10.5% | +18.4% | -8.0% | +1.2% |
| YTD | -1.9% | +31.9% | -33.8% | -14.4% |
| 1Y | +16.1% | +88.5% | -72.4% | -12.4% |
| 3Y | -30.2% | +173.1% | -203.3% | -55.0% |
| 5Y | -67.4% | +193.1% | -260.5% | -79.8% |
| 10Y | +31.2% | +591.7% | -560.4% | -44.6% |
| All | +264.0% | +198.0% | +66.1% | +98.9% |
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