+3,553.2%
FIX vs COPX
+307.7%
+3,245.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.1% |
| 7D | +9.4% | -2.8% | +12.3% | +11.2% |
| 30D | -27.8% | -14.3% | -13.4% | -21.8% |
| 3M | -35.6% | -19.0% | -16.5% | -28.6% |
| 6M | -45.2% | -24.4% | -20.8% | -37.6% |
| YTD | +19.5% | -3.2% | +22.7% | +19.6% |
| 1Y | +24.2% | +15.2% | +9.1% | +14.3% |
| 3Y | +494.2% | +127.6% | +366.5% | +280.9% |
| 5Y | +1,036.1% | +106.0% | +930.1% | +628.9% |
| All | +3,553.2% | +307.7% | +3,245.5% | +1,212.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling