+289.3%
INTC vs COPX
+84.7%
+204.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.2% | +4.9% |
| 7D | +7.1% | -4.0% | +11.1% | +9.7% |
| 30D | -5.2% | +4.5% | -9.7% | -8.3% |
| 3M | -14.3% | +0.8% | -15.1% | -15.9% |
| 6M | +110.2% | +3.2% | +107.0% | +99.4% |
| YTD | +159.6% | +26.7% | +132.9% | +122.1% |
| 1Y | +289.3% | +85.7% | +203.6% | +292.9% |
| All | +289.3% | +84.7% | +204.6% | +292.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling