+31.0%
F vs COPX
+84.7%
-53.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +5.3% | -4.0% | +9.3% | +6.4% |
| 30D | +4.6% | +4.5% | 0.0% | +3.4% |
| 3M | -3.7% | +0.8% | -4.5% | -4.3% |
| 6M | +16.8% | +3.2% | +13.6% | +14.0% |
| YTD | +15.3% | +26.7% | -11.4% | +9.5% |
| 1Y | +31.0% | +85.7% | -54.7% | +14.0% |
| All | +31.0% | +84.7% | -53.7% | +14.0% |
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