+180.7%
EXC vs COPX
+118.6%
+62.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.8% |
| 7D | +1.4% | -2.8% | +4.2% | +1.8% |
| 30D | +8.6% | -14.3% | +22.9% | +11.3% |
| 3M | +2.4% | -19.0% | +21.4% | +5.7% |
| 6M | +6.5% | -24.4% | +30.9% | +10.4% |
| YTD | +9.0% | -3.2% | +12.3% | +6.4% |
| 1Y | +4.6% | +15.2% | -10.6% | -1.6% |
| 3Y | +33.5% | +127.6% | -94.1% | +5.5% |
| 5Y | +41.4% | +106.0% | -64.6% | +11.6% |
| 10Y | +204.3% | +313.7% | -109.4% | +85.0% |
| All | +180.7% | +118.6% | +62.2% | +74.8% |
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