+2,185.6%
FIX vs COPX
+186.1%
+1,999.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | +0.5% |
| 7D | +6.1% | +5.8% | +0.3% | +3.4% |
| 30D | -2.7% | +7.2% | -9.9% | -6.0% |
| 3M | -10.9% | +16.5% | -27.4% | -17.2% |
| 6M | +29.0% | +18.4% | +10.5% | +18.2% |
| YTD | +76.9% | +31.9% | +45.0% | +54.4% |
| 1Y | +130.7% | +88.5% | +42.3% | +74.3% |
| 3Y | +790.7% | +173.1% | +617.6% | +467.1% |
| 5Y | +2,185.6% | +193.1% | +1,992.5% | +1,290.7% |
| All | +2,185.6% | +186.1% | +1,999.5% | +1,290.7% |
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 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