+2,303.2%
GOOGL vs COPX
+200.8%
+2,102.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -1.9% | +6.0% | -7.8% | -3.6% |
| 30D | -7.5% | +6.4% | -13.9% | -9.4% |
| 3M | -9.2% | +19.3% | -28.5% | -14.6% |
| 6M | +8.1% | +16.2% | -8.2% | +1.4% |
| YTD | +5.8% | +33.2% | -27.3% | -5.8% |
| 1Y | +38.3% | +90.2% | -51.9% | +9.5% |
| 3Y | +144.8% | +175.7% | -30.9% | +68.0% |
| 5Y | +132.5% | +193.1% | -60.6% | +52.6% |
| 10Y | +746.7% | +619.4% | +127.3% | +296.8% |
| All | +2,303.2% | +200.8% | +2,102.4% | +1,267.5% |
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 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