+18.3%
HYG vs COPX
+163.4%
-145.1%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | -2.3% | +1.6% | -0.5% |
| 30D | -0.7% | +0.3% | -1.0% | -0.8% |
| 3M | -0.2% | +6.8% | -7.0% | -1.0% |
| 6M | +1.4% | +7.9% | -6.5% | +0.1% |
| YTD | +1.5% | +23.7% | -22.3% | -1.8% |
| 1Y | +2.9% | +71.5% | -68.6% | -4.1% |
| 3Y | +25.6% | +149.1% | -123.5% | +10.1% |
| All | +18.3% | +163.4% | -145.1% | +1.4% |
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 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