-28.7%
EW vs COPX
+187.4%
-216.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | -5.1% | +6.0% | -11.1% | -6.2% |
| 30D | -6.4% | +6.4% | -12.8% | -7.6% |
| 3M | -1.6% | +19.3% | -20.8% | -5.3% |
| 6M | +2.3% | +16.2% | -14.0% | -1.7% |
| YTD | +1.1% | +33.2% | -32.1% | -6.2% |
| 1Y | +8.0% | +90.2% | -82.2% | -7.9% |
| 3Y | +16.3% | +175.7% | -159.3% | -13.0% |
| All | -28.7% | +187.4% | -216.1% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling