+4.4%
GOOGL vs COPX
+31.7%
-27.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.8% | +2.3% |
| 7D | -11.1% | -3.0% | -8.1% | -10.5% |
| 30D | -16.6% | -13.6% | -3.0% | -14.3% |
| 3M | -23.4% | -11.2% | -12.2% | -22.0% |
| 6M | -24.5% | -2.4% | -22.1% | -25.4% |
| YTD | -7.5% | +4.2% | -11.7% | -12.1% |
| 1Y | +4.4% | +32.2% | -27.8% | -10.3% |
| All | +4.4% | +31.7% | -27.3% | -10.3% |
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 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