-18.9%
EXE vs COPX
+31.7%
-50.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.0% | -6.9% | -2.8% |
| 7D | -4.7% | -3.0% | -1.7% | -4.7% |
| 30D | +1.0% | -13.6% | +14.7% | +0.8% |
| 3M | -5.6% | -11.2% | +5.6% | -5.8% |
| 6M | -12.3% | -2.4% | -9.9% | -12.4% |
| YTD | -19.5% | +4.2% | -23.7% | -24.8% |
| 1Y | -18.9% | +32.2% | -51.0% | -33.8% |
| All | -18.9% | +31.7% | -50.6% | -33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling