+907.4%
LOW vs COPX
+200.8%
+706.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -0.6% | +6.0% | -6.6% | -2.4% |
| 30D | -9.3% | +6.4% | -15.7% | -11.1% |
| 3M | -8.1% | +19.3% | -27.4% | -13.6% |
| 6M | -19.8% | +16.2% | -36.0% | -24.8% |
| YTD | -16.4% | +33.2% | -49.5% | -25.7% |
| 1Y | -24.7% | +90.2% | -114.9% | -40.7% |
| 3Y | -8.8% | +175.7% | -184.5% | -38.2% |
| 5Y | +7.8% | +193.1% | -185.3% | -31.0% |
| 10Y | +233.8% | +619.4% | -385.6% | +48.2% |
| All | +907.4% | +200.8% | +706.7% | +439.1% |
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