+69.4%
F vs COPX
+319.6%
-250.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.4% | +0.6% |
| 7D | +1.0% | +1.6% | -0.7% | +0.1% |
| 30D | +2.1% | -15.0% | +17.1% | +9.1% |
| 3M | -10.3% | -18.6% | +8.3% | -3.1% |
| 6M | +3.3% | -14.9% | +18.2% | +7.8% |
| YTD | -2.0% | +1.8% | -3.8% | -8.1% |
| 1Y | -2.3% | +19.7% | -22.0% | -15.5% |
| 3Y | +49.9% | +140.9% | -91.0% | -13.4% |
| 5Y | -12.5% | +130.6% | -143.0% | -50.1% |
| All | +69.4% | +319.6% | -250.2% | -42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling