+2,312.6%
GOOG vs COPX
+179.8%
+2,132.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +2.7% |
| 7D | -2.5% | -2.9% | +0.4% | -1.8% |
| 30D | -3.6% | 0.0% | -3.6% | -3.9% |
| 3M | -6.4% | +14.8% | -21.2% | -11.1% |
| 6M | +7.8% | +7.0% | +0.7% | +3.6% |
| YTD | +5.5% | +23.8% | -18.4% | -4.2% |
| 1Y | +38.3% | +75.7% | -37.4% | +11.9% |
| 3Y | +143.1% | +156.4% | -13.3% | +70.4% |
| 5Y | +135.0% | +167.6% | -32.6% | +58.4% |
| 10Y | +778.1% | +569.1% | +208.9% | +319.5% |
| All | +2,312.6% | +179.8% | +2,132.8% | +1,299.8% |
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