+274.5%
IR vs COPX
+434.3%
-159.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | +2.5% |
| 7D | -3.1% | -2.9% | -0.2% | -2.0% |
| 30D | -14.0% | 0.0% | -14.0% | -14.4% |
| 3M | +3.7% | +14.8% | -11.1% | -3.9% |
| 6M | -15.4% | +7.0% | -22.4% | -20.3% |
| YTD | -7.7% | +23.8% | -31.5% | -19.9% |
| 1Y | -8.8% | +75.7% | -84.5% | -34.0% |
| 3Y | +5.6% | +156.4% | -150.8% | -39.7% |
| 5Y | +34.3% | +167.6% | -133.2% | -28.3% |
| All | +274.5% | +434.3% | -159.8% | +18.3% |
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 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