+1,075.4%
JPM vs COPX
+200.8%
+874.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | -0.4% | +6.0% | -6.4% | -2.7% |
| 30D | -1.4% | +6.4% | -7.8% | -4.1% |
| 3M | +13.9% | +19.3% | -5.3% | +5.0% |
| 6M | +23.5% | +16.2% | +7.3% | +13.1% |
| YTD | +11.6% | +33.2% | -21.5% | -4.8% |
| 1Y | +21.4% | +90.2% | -68.9% | -11.3% |
| 3Y | +163.4% | +175.7% | -12.2% | +56.2% |
| 5Y | +152.5% | +193.1% | -40.6% | +39.3% |
| 10Y | +592.1% | +619.4% | -27.3% | +130.9% |
| All | +1,075.4% | +200.8% | +874.7% | +411.7% |
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 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