+103.2%
INTC vs COPX
+163.4%
-60.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +7.5% | -2.3% | +9.8% | +8.9% |
| 30D | +2.0% | +0.3% | +1.7% | +1.6% |
| 3M | -12.0% | +6.8% | -18.8% | -14.9% |
| 6M | +114.5% | +7.9% | +106.6% | +105.6% |
| YTD | +179.0% | +23.7% | +155.2% | +147.8% |
| 1Y | +318.3% | +71.5% | +246.7% | +218.0% |
| 3Y | +171.2% | +149.1% | +22.1% | +68.0% |
| All | +103.2% | +163.4% | -60.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling