+506.7%
FIX vs COPX
+146.4%
+360.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.8% | +6.4% |
| 7D | -7.2% | +3.3% | -10.6% | -8.9% |
| 30D | -35.1% | -12.2% | -22.9% | -30.3% |
| 3M | -34.3% | -14.5% | -19.8% | -28.9% |
| 6M | -42.9% | -12.2% | -30.8% | -39.7% |
| YTD | +19.5% | +5.2% | +14.3% | +14.2% |
| 1Y | +16.8% | +27.0% | -10.2% | +1.9% |
| 3Y | +506.7% | +149.1% | +357.6% | +272.6% |
| All | +506.7% | +146.4% | +360.3% | +272.6% |
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