+67.2%
F vs COPX
+318.2%
-251.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -1.4% |
| 7D | -3.9% | +1.1% | -5.0% | -4.4% |
| 30D | -0.5% | -15.9% | +15.4% | +6.8% |
| 3M | -12.9% | -19.6% | +6.7% | -5.4% |
| 6M | +1.5% | -21.5% | +23.0% | +10.0% |
| YTD | -5.0% | -0.8% | -4.3% | -10.0% |
| 1Y | -7.3% | +15.2% | -22.5% | -18.5% |
| 3Y | +45.3% | +134.7% | -89.5% | -15.1% |
| 5Y | -15.8% | +111.3% | -127.1% | -49.8% |
| All | +67.2% | +318.2% | -251.0% | -41.9% |
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 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