+48.1%
F vs COPX
+141.3%
-93.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -1.0% |
| 7D | -0.2% | +1.6% | -1.9% | -0.8% |
| 30D | +0.9% | -15.0% | +15.9% | +5.4% |
| 3M | -11.3% | -18.6% | +7.3% | -6.8% |
| 6M | +2.0% | -14.9% | +17.0% | +5.1% |
| YTD | -3.2% | +1.8% | -5.0% | -7.1% |
| 1Y | -3.5% | +19.7% | -23.1% | -12.4% |
| 3Y | +48.1% | +140.9% | -92.8% | -8.2% |
| All | +48.1% | +141.3% | -93.2% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling