+166.8%
EXC vs COPX
+198.0%
-31.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | 0.0% |
| 7D | +1.2% | +5.8% | -4.5% | +0.2% |
| 30D | -2.7% | +7.2% | -9.9% | -4.1% |
| 3M | -1.0% | +16.5% | -17.5% | -4.2% |
| 6M | -9.3% | +18.4% | -27.7% | -13.4% |
| YTD | +3.6% | +31.9% | -28.3% | -3.9% |
| 1Y | +5.9% | +88.5% | -82.6% | -9.1% |
| 3Y | +21.3% | +173.1% | -151.8% | -6.3% |
| 5Y | +46.2% | +193.1% | -146.9% | +8.3% |
| 10Y | +151.5% | +591.7% | -440.2% | +39.6% |
| All | +166.8% | +198.0% | -31.2% | +57.9% |
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