+40.6%
ICE vs COPX
+149.6%
-108.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.5% | 0.0% |
| 7D | -5.3% | -2.9% | -2.4% | -5.2% |
| 30D | +3.0% | 0.0% | +3.0% | +3.0% |
| 3M | +11.4% | +14.8% | -3.4% | +10.2% |
| 6M | -2.0% | +7.0% | -9.1% | -2.8% |
| YTD | -3.1% | +23.8% | -27.0% | -6.1% |
| 1Y | -8.4% | +75.7% | -84.1% | -15.3% |
| All | +40.6% | +149.6% | -108.9% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling