+609.4%
IT vs COPX
+200.8%
+408.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -9.1% | +6.0% | -15.1% | -10.6% |
| 30D | -12.2% | +6.4% | -18.6% | -13.7% |
| 3M | +7.8% | +19.3% | -11.5% | +1.9% |
| 6M | +2.0% | +16.2% | -14.3% | -4.5% |
| YTD | -32.7% | +33.2% | -65.9% | -40.5% |
| 1Y | -31.1% | +90.2% | -121.3% | -45.6% |
| 3Y | -52.1% | +175.7% | -227.8% | -67.3% |
| 5Y | -46.3% | +193.1% | -239.4% | -64.9% |
| 10Y | +91.4% | +619.4% | -528.1% | -10.9% |
| All | +609.4% | +200.8% | +408.6% | +306.4% |
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