+409.4%
GE vs COPX
+163.4%
+246.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -4.0% | -2.3% | -1.6% | -3.4% |
| 30D | -11.4% | +0.3% | -11.7% | -11.8% |
| 3M | -2.6% | +6.8% | -9.4% | -5.4% |
| 6M | -0.3% | +7.9% | -8.3% | -4.4% |
| YTD | +5.4% | +23.7% | -18.4% | -4.3% |
| 1Y | +15.5% | +71.5% | -56.0% | -6.2% |
| 3Y | +260.8% | +149.1% | +111.7% | +146.1% |
| All | +409.4% | +163.4% | +246.0% | +229.3% |
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