+37.3%
IR vs COPX
+193.3%
-155.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.4% |
| 7D | -1.9% | +6.0% | -7.9% | -4.0% |
| 30D | -15.0% | +6.4% | -21.5% | -17.1% |
| 3M | -0.4% | +19.3% | -19.7% | -7.4% |
| 6M | -15.0% | +16.2% | -31.3% | -21.2% |
| YTD | -7.1% | +33.2% | -40.2% | -19.0% |
| 1Y | -7.5% | +90.2% | -97.8% | -30.7% |
| 3Y | +6.3% | +175.7% | -169.4% | -34.4% |
| 5Y | +37.3% | +193.1% | -155.8% | -19.7% |
| All | +37.3% | +193.3% | -155.9% | -19.7% |
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