+227.5%
LOW vs COPX
+583.8%
-356.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.7% | -2.3% | -1.4% | -3.1% |
| 30D | -8.9% | +0.3% | -9.1% | -9.2% |
| 3M | -10.4% | +6.8% | -17.2% | -13.2% |
| 6M | -19.4% | +7.9% | -27.3% | -23.3% |
| YTD | -17.1% | +23.7% | -40.9% | -25.8% |
| 1Y | -26.3% | +71.5% | -97.8% | -41.8% |
| 3Y | -9.9% | +149.1% | -159.0% | -40.6% |
| 5Y | +6.1% | +167.3% | -161.2% | -35.3% |
| All | +227.5% | +583.8% | -356.3% | +18.5% |
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