+632.8%
LYB vs COPX
+195.8%
+437.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -2.3% | +2.6% | +1.3% |
| 30D | +2.5% | +0.3% | +2.2% | +1.6% |
| 3M | +1.4% | +6.8% | -5.4% | -4.3% |
| 6M | -3.5% | +7.9% | -11.4% | -13.8% |
| YTD | +52.0% | +23.7% | +28.2% | +22.3% |
| 1Y | +22.1% | +71.5% | -49.5% | -20.7% |
| 3Y | -22.8% | +149.1% | -171.9% | -62.4% |
| 5Y | -3.4% | +167.3% | -170.7% | -57.1% |
| 10Y | +47.4% | +568.5% | -521.2% | -65.9% |
| All | +632.8% | +195.8% | +437.1% | +186.3% |
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