+718.7%
ICE vs COPX
+200.8%
+517.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -0.9% | +6.0% | -6.8% | -2.2% |
| 30D | +4.0% | +6.4% | -2.5% | +2.3% |
| 3M | +11.0% | +19.3% | -8.3% | +5.8% |
| 6M | -5.0% | +16.2% | -21.2% | -9.9% |
| YTD | -2.7% | +33.2% | -35.9% | -11.7% |
| 1Y | -8.6% | +90.2% | -98.9% | -24.6% |
| 3Y | +41.4% | +175.7% | -134.3% | +2.8% |
| 5Y | +39.9% | +193.1% | -153.3% | -2.5% |
| 10Y | +214.9% | +619.4% | -404.5% | +57.3% |
| All | +718.7% | +200.8% | +517.9% | +420.6% |
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