+155.8%
EXC vs COPX
+583.8%
-428.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.1% | -2.3% | +1.2% | -0.8% |
| 30D | -3.6% | +0.3% | -3.9% | -3.9% |
| 3M | -4.3% | +6.8% | -11.1% | -5.9% |
| 6M | -9.9% | +7.9% | -17.9% | -12.5% |
| YTD | +1.8% | +23.7% | -22.0% | -4.7% |
| 1Y | +2.9% | +71.5% | -68.7% | -10.6% |
| 3Y | +19.1% | +149.1% | -130.0% | -8.0% |
| 5Y | +44.8% | +167.3% | -122.5% | +6.3% |
| All | +155.8% | +583.8% | -428.0% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling