+563.6%
INTC vs COPX
+198.0%
+365.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.1% | +4.9% | +7.3% |
| 7D | +17.4% | +5.8% | +11.7% | +14.8% |
| 30D | +2.8% | +7.2% | -4.4% | -0.4% |
| 3M | -5.3% | +16.5% | -21.8% | -10.8% |
| 6M | +140.6% | +18.4% | +122.2% | +124.8% |
| YTD | +183.1% | +31.9% | +151.2% | +151.2% |
| 1Y | +326.8% | +88.5% | +238.3% | +228.6% |
| 3Y | +179.4% | +173.1% | +6.4% | +83.0% |
| 5Y | +111.7% | +193.1% | -81.4% | +31.8% |
| 10Y | +253.8% | +591.7% | -337.9% | +52.5% |
| All | +563.6% | +198.0% | +365.7% | +242.1% |
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