+40.0%
GLW vs COPX
+11.4%
+28.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -2.3% |
| 7D | +7.7% | -2.8% | +10.6% | +10.5% |
| 30D | -18.8% | -14.3% | -4.5% | -8.1% |
| 3M | -27.7% | -19.0% | -8.7% | -14.7% |
| 6M | -44.4% | -24.4% | -20.0% | -31.3% |
| YTD | +31.3% | -3.2% | +34.5% | +40.3% |
| 1Y | +40.0% | +15.2% | +24.9% | +33.1% |
| All | +40.0% | +11.4% | +28.6% | +33.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling