+164.3%
INTC vs COPX
+149.6%
+14.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -7.0% | +1.4% | -1.6% |
| 7D | +9.4% | -2.9% | +12.3% | +11.4% |
| 30D | +2.7% | 0.0% | +2.6% | +2.4% |
| 3M | -6.3% | +14.8% | -21.1% | -13.2% |
| 6M | +114.5% | +7.0% | +107.4% | +104.7% |
| YTD | +171.9% | +23.8% | +148.0% | +137.3% |
| 1Y | +305.0% | +75.7% | +229.3% | +193.6% |
| All | +164.3% | +149.6% | +14.7% | +49.7% |
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