+755.6%
GOOGL vs COPX
+583.8%
+171.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | 0.0% | -2.3% | +2.4% | +0.6% |
| 30D | -1.4% | +0.3% | -1.7% | -1.8% |
| 3M | -5.3% | +6.8% | -12.1% | -8.2% |
| 6M | +9.8% | +7.9% | +1.8% | +4.8% |
| YTD | +8.4% | +23.7% | -15.4% | -2.7% |
| 1Y | +41.2% | +71.5% | -30.3% | +12.2% |
| 3Y | +149.6% | +149.1% | +0.5% | +68.2% |
| 5Y | +142.6% | +167.3% | -24.8% | +54.2% |
| All | +755.6% | +583.8% | +171.8% | +269.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling