+49.0%
LYB vs COPX
+22.8%
+26.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.8% | +3.7% | -2.5% |
| 7D | -5.7% | -7.5% | +1.7% | -6.2% |
| 30D | +4.6% | -18.6% | +23.2% | +3.4% |
| 3M | +5.5% | -19.0% | +24.5% | +4.4% |
| 6M | -19.1% | -9.9% | -9.2% | -18.7% |
| YTD | +47.1% | -1.8% | +48.9% | +42.8% |
| 1Y | +49.0% | +21.6% | +27.4% | +43.5% |
| All | +49.0% | +22.8% | +26.2% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling