+930.9%
EW vs COPX
+186.2%
+744.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | -0.3% | -4.0% | +3.6% | +0.6% |
| 30D | +1.0% | +4.5% | -3.5% | -0.2% |
| 3M | +2.8% | +0.8% | +2.0% | +1.7% |
| 6M | +5.5% | +3.2% | +2.3% | +3.1% |
| YTD | +5.5% | +26.7% | -21.3% | -2.9% |
| 1Y | +11.0% | +85.7% | -74.6% | -7.8% |
| 3Y | +17.7% | +151.2% | -133.5% | -12.4% |
| 5Y | -25.7% | +170.0% | -195.7% | -47.0% |
| 10Y | +132.8% | +572.9% | -440.1% | +21.0% |
| All | +930.9% | +186.2% | +744.6% | +531.9% |
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 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