+318.3%
INTC vs COPX
+73.7%
+244.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +7.5% | -2.3% | +9.8% | +9.2% |
| 30D | +2.0% | +0.3% | +1.7% | +1.5% |
| 3M | -12.0% | +6.8% | -18.8% | -16.1% |
| 6M | +114.5% | +7.9% | +106.6% | +101.5% |
| YTD | +179.0% | +23.7% | +155.2% | +141.8% |
| 1Y | +318.3% | +71.5% | +246.7% | +280.3% |
| All | +318.3% | +73.7% | +244.6% | +280.3% |
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 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