+140.1%
GOOGL vs COPX
+163.4%
-23.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | 0.0% | -2.3% | +2.4% | +0.5% |
| 30D | -1.4% | +0.3% | -1.7% | -1.8% |
| 3M | -5.3% | +6.8% | -12.1% | -7.8% |
| 6M | +9.8% | +7.9% | +1.8% | +5.4% |
| YTD | +8.4% | +23.7% | -15.4% | -1.6% |
| 1Y | +41.2% | +71.5% | -30.3% | +14.7% |
| 3Y | +149.6% | +149.1% | +0.5% | +74.3% |
| All | +140.1% | +163.4% | -23.3% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling