+21.3%
EXC vs COPX
+165.8%
-144.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.7% |
| 7D | +1.2% | +5.8% | -4.5% | +1.2% |
| 30D | -2.7% | +7.2% | -9.9% | -2.7% |
| 3M | -1.0% | +16.5% | -17.5% | -0.9% |
| 6M | -9.3% | +18.4% | -27.7% | -9.4% |
| YTD | +3.6% | +31.9% | -28.3% | +2.8% |
| 1Y | +5.9% | +88.5% | -82.6% | +3.2% |
| All | +21.3% | +165.8% | -144.6% | +11.1% |
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