+409.6%
GE vs COPX
+186.2%
+223.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | -1.6% | -4.0% | +2.4% | 0.0% |
| 30D | -11.6% | +4.5% | -16.1% | -13.4% |
| 3M | +3.0% | +0.8% | +2.2% | +1.3% |
| 6M | -0.5% | +3.2% | -3.7% | -3.7% |
| YTD | +9.7% | +26.7% | -17.0% | -3.3% |
| 1Y | +20.0% | +85.7% | -65.6% | -10.1% |
| 3Y | +275.8% | +151.2% | +124.7% | +138.2% |
| 5Y | +429.1% | +170.0% | +259.1% | +213.9% |
| 10Y | +151.2% | +572.9% | -421.8% | -5.3% |
| All | +409.6% | +186.2% | +223.4% | +151.3% |
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 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