-13.5%
F vs COPX
+124.9%
-138.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.2% | -0.8% |
| 7D | -0.2% | +1.6% | -1.9% | -0.9% |
| 30D | +0.9% | -15.0% | +15.9% | +6.6% |
| 3M | -11.3% | -18.6% | +7.3% | -5.5% |
| 6M | +2.0% | -14.9% | +17.0% | +5.8% |
| YTD | -3.2% | +1.8% | -5.0% | -8.3% |
| 1Y | -3.5% | +19.7% | -23.1% | -14.8% |
| 3Y | +48.1% | +140.9% | -92.8% | -10.3% |
| 5Y | -13.5% | +130.6% | -144.1% | -47.5% |
| All | -13.5% | +124.9% | -138.4% | -47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling