+79.3%
F vs COPX
+131.8%
-52.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -2.1% | -1.5% | -0.6% | -1.7% |
| 30D | +3.3% | -14.0% | +17.3% | +9.8% |
| 3M | -11.3% | -17.1% | +5.8% | -5.0% |
| 6M | +5.3% | -15.9% | +21.2% | +10.5% |
| YTD | -2.2% | +2.6% | -4.8% | -8.2% |
| 1Y | -3.5% | +21.6% | -25.2% | -16.4% |
| 3Y | +49.5% | +142.7% | -93.2% | -10.3% |
| 5Y | -13.5% | +122.2% | -135.8% | -47.4% |
| 10Y | +69.0% | +338.8% | -269.7% | -31.6% |
| All | +79.3% | +131.8% | -52.5% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling