+9,746.1%
FIX vs COPX
+137.6%
+9,608.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.6% | +3.8% | +6.7% |
| 7D | -7.2% | +3.3% | -10.6% | -8.8% |
| 30D | -35.1% | -12.2% | -22.9% | -30.7% |
| 3M | -34.3% | -14.5% | -19.8% | -29.3% |
| 6M | -42.9% | -12.2% | -30.8% | -39.7% |
| YTD | +19.5% | +5.2% | +14.3% | +15.0% |
| 1Y | +16.8% | +27.0% | -10.2% | +2.9% |
| 3Y | +506.7% | +149.1% | +357.6% | +277.7% |
| 5Y | +1,046.7% | +132.1% | +914.6% | +604.8% |
| 10Y | +3,800.0% | +365.9% | +3,434.0% | +1,439.4% |
| All | +9,746.1% | +137.6% | +9,608.5% | +4,974.5% |
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