+85.5%
ETN vs COPX
+149.4%
-63.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | +3.5% | -2.3% | +5.9% | +4.4% |
| 30D | -7.5% | +0.3% | -7.8% | -7.8% |
| 3M | +8.3% | +6.8% | +1.5% | +5.0% |
| 6M | +20.2% | +7.9% | +12.2% | +15.0% |
| YTD | +34.7% | +23.7% | +10.9% | +21.0% |
| 1Y | +19.4% | +71.5% | -52.1% | -5.8% |
| 3Y | +85.5% | +149.1% | -63.6% | +25.2% |
| All | +85.5% | +149.4% | -63.9% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling