+14,142.8%
FIX vs COPX
+186.2%
+13,956.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.2% |
| 7D | +6.0% | -4.0% | +10.0% | +8.0% |
| 30D | -7.2% | +4.5% | -11.8% | -9.5% |
| 3M | -15.9% | +0.8% | -16.7% | -16.7% |
| 6M | +12.7% | +3.2% | +9.6% | +10.0% |
| YTD | +72.8% | +26.7% | +46.1% | +52.0% |
| 1Y | +122.9% | +85.7% | +37.2% | +63.5% |
| 3Y | +774.3% | +151.2% | +623.2% | +440.4% |
| 5Y | +2,049.5% | +170.0% | +1,879.5% | +1,123.1% |
| 10Y | +5,821.5% | +572.9% | +5,248.5% | +1,862.2% |
| All | +14,142.8% | +186.2% | +13,956.6% | +6,610.4% |
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