+37.5%
F vs COPX
+171.8%
-134.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +4.1% | -8.3% | -5.4% |
| 7D | +1.2% | +5.8% | -4.6% | -0.6% |
| 30D | +1.2% | +7.2% | -6.0% | -1.0% |
| 3M | -5.7% | +16.5% | -22.2% | -10.5% |
| 6M | +17.9% | +18.4% | -0.5% | +10.5% |
| YTD | +10.4% | +31.9% | -21.5% | -0.9% |
| 1Y | +25.3% | +88.5% | -63.1% | -1.0% |
| 3Y | +37.5% | +173.1% | -135.6% | -12.8% |
| All | +37.5% | +171.8% | -134.4% | -12.8% |
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