+165.6%
EQT vs COPX
+179.8%
-14.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +3.5% |
| 7D | -1.2% | -2.9% | +1.7% | -0.2% |
| 30D | +1.1% | 0.0% | +1.1% | +0.5% |
| 3M | +4.8% | +14.8% | -10.0% | -2.8% |
| 6M | -10.6% | +7.0% | -17.6% | -16.6% |
| YTD | +3.4% | +23.8% | -20.4% | -11.3% |
| 1Y | +8.7% | +75.7% | -67.0% | -21.1% |
| 3Y | +35.0% | +156.4% | -121.4% | -21.4% |
| 5Y | +204.2% | +167.6% | +36.7% | +70.8% |
| 10Y | +52.5% | +569.1% | -516.7% | -48.3% |
| All | +165.6% | +179.8% | -14.1% | +21.7% |
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