+111.4%
F vs COPX
+186.2%
-74.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +5.3% | -4.0% | +9.3% | +7.2% |
| 30D | +4.6% | +4.5% | 0.0% | +2.4% |
| 3M | -3.7% | +0.8% | -4.5% | -5.3% |
| 6M | +16.8% | +3.2% | +13.6% | +12.5% |
| YTD | +15.3% | +26.7% | -11.4% | -0.1% |
| 1Y | +31.0% | +85.7% | -54.7% | -5.7% |
| 3Y | +45.4% | +151.2% | -105.7% | -12.7% |
| 5Y | +54.7% | +170.0% | -115.3% | -12.8% |
| 10Y | +98.2% | +572.9% | -474.7% | -32.8% |
| All | +111.4% | +186.2% | -74.8% | -3.9% |
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