+32.4%
ET vs COPX
+73.7%
-41.3%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.2% | -2.3% | +2.6% | +0.2% |
| 30D | +2.9% | +0.3% | +2.6% | +2.9% |
| 3M | +16.8% | +6.8% | +10.0% | +16.9% |
| 6M | +18.9% | +7.9% | +10.9% | +19.7% |
| YTD | +37.7% | +23.7% | +14.0% | +35.7% |
| 1Y | +32.4% | +71.5% | -39.1% | +25.9% |
| All | +32.4% | +73.7% | -41.3% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling