-44.4%
GLW vs COPX
-23.3%
-21.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -2.1% |
| 7D | +7.7% | -2.8% | +10.6% | +10.8% |
| 30D | -18.8% | -14.3% | -4.5% | -6.8% |
| 3M | -27.7% | -19.0% | -8.7% | -13.4% |
| 6M | -44.4% | -24.4% | -20.0% | -29.7% |
| All | -44.4% | -23.3% | -21.1% | -29.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling