+701.9%
ET vs COPX
+179.8%
+522.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +3.0% |
| 7D | +1.4% | -2.9% | +4.2% | +2.3% |
| 30D | +4.6% | 0.0% | +4.5% | +4.1% |
| 3M | +16.0% | +14.8% | +1.2% | +7.8% |
| 6M | +22.8% | +7.0% | +15.8% | +14.7% |
| YTD | +38.9% | +23.8% | +15.0% | +19.7% |
| 1Y | +34.1% | +75.7% | -41.6% | -1.9% |
| 3Y | +98.8% | +156.4% | -57.6% | +16.7% |
| 5Y | +246.8% | +167.6% | +79.3% | +91.4% |
| 10Y | +174.4% | +569.1% | -394.8% | -8.9% |
| All | +701.9% | +179.8% | +522.1% | +215.6% |
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 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