+929.5%
INTU vs COPX
+198.0%
+731.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.1% | -8.2% | -5.3% |
| 7D | -7.5% | +5.8% | -13.3% | -9.0% |
| 30D | -1.9% | +7.2% | -9.2% | -4.1% |
| 3M | +4.9% | +16.5% | -11.6% | -0.7% |
| 6M | -33.2% | +18.4% | -51.7% | -38.4% |
| YTD | -51.4% | +31.9% | -83.3% | -57.5% |
| 1Y | -52.0% | +88.5% | -140.5% | -63.0% |
| 3Y | -40.7% | +173.1% | -213.8% | -61.0% |
| 5Y | -41.7% | +193.1% | -234.8% | -63.3% |
| 10Y | +211.1% | +591.7% | -380.6% | +36.2% |
| All | +929.5% | +198.0% | +731.5% | +437.1% |
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