+22.5%
F vs COPX
+87.6%
-65.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.9% | -4.1% |
| 7D | -4.9% | +6.0% | -10.9% | -6.3% |
| 30D | -2.9% | +6.4% | -9.3% | -4.5% |
| 3M | -9.1% | +19.3% | -28.3% | -13.3% |
| 6M | +12.9% | +16.2% | -3.3% | +7.5% |
| YTD | +6.1% | +33.2% | -27.1% | -0.5% |
| 1Y | +22.5% | +90.2% | -67.7% | +2.7% |
| All | +22.5% | +87.6% | -65.1% | +2.7% |
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