+419.3%
ETR vs COPX
+200.8%
+218.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.4% |
| 7D | +0.4% | +6.0% | -5.6% | -0.5% |
| 30D | +2.0% | +6.4% | -4.4% | +0.9% |
| 3M | -1.7% | +19.3% | -21.0% | -4.9% |
| 6M | +3.6% | +16.2% | -12.7% | -0.1% |
| YTD | +18.0% | +33.2% | -15.1% | +10.7% |
| 1Y | +26.2% | +90.2% | -64.0% | +11.0% |
| 3Y | +148.0% | +175.7% | -27.7% | +100.3% |
| 5Y | +126.1% | +193.1% | -67.1% | +76.9% |
| 10Y | +302.3% | +619.4% | -317.2% | +145.6% |
| All | +419.3% | +200.8% | +218.5% | +241.8% |
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