+46.6%
LYB vs COPX
+559.6%
-513.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | +0.2% |
| 7D | -1.2% | -5.6% | +4.3% | +1.5% |
| 30D | -0.6% | -0.1% | -0.5% | -1.2% |
| 3M | -1.8% | -0.1% | -1.8% | -3.7% |
| 6M | -11.4% | +12.5% | -23.9% | -22.4% |
| YTD | +49.7% | +19.7% | +30.1% | +23.0% |
| 1Y | +20.8% | +64.7% | -43.9% | -19.9% |
| 3Y | -24.2% | +138.2% | -162.4% | -62.7% |
| 5Y | -5.8% | +159.4% | -165.1% | -58.8% |
| 10Y | +46.6% | +555.5% | -508.9% | -66.8% |
| All | +46.6% | +559.6% | -513.1% | -66.8% |
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