+147.5%
GE vs COPX
+583.8%
-436.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.0% | -2.3% | -1.6% | -3.3% |
| 30D | -11.4% | +0.3% | -11.7% | -11.9% |
| 3M | -2.6% | +6.8% | -9.4% | -6.5% |
| 6M | -0.3% | +7.9% | -8.3% | -5.8% |
| YTD | +5.4% | +23.7% | -18.4% | -7.5% |
| 1Y | +15.5% | +71.5% | -56.0% | -12.9% |
| 3Y | +260.8% | +149.1% | +111.7% | +117.6% |
| 5Y | +421.6% | +167.3% | +254.3% | +189.9% |
| All | +147.5% | +583.8% | -436.3% | -21.0% |
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