+336.0%
IR vs COPX
+317.4%
+18.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.8% |
| 7D | +2.5% | -2.8% | +5.4% | +3.8% |
| 30D | +9.2% | -14.3% | +23.5% | +16.6% |
| 3M | +0.9% | -19.0% | +20.0% | +9.9% |
| 6M | +19.2% | -24.4% | +43.7% | +31.9% |
| YTD | +7.5% | -3.2% | +10.7% | +3.5% |
| 1Y | +11.7% | +15.2% | -3.4% | -1.3% |
| 3Y | +23.9% | +127.6% | -103.7% | -26.3% |
| 5Y | +46.4% | +106.0% | -59.6% | -11.9% |
| All | +336.0% | +317.4% | +18.5% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling