+65.8%
MAR vs COPX
+149.6%
-83.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | +0.6% |
| 7D | -2.1% | -2.9% | +0.8% | -1.6% |
| 30D | -5.7% | 0.0% | -5.7% | -5.8% |
| 3M | -14.6% | +14.8% | -29.4% | -17.5% |
| 6M | +1.3% | +7.0% | -5.7% | -1.6% |
| YTD | +6.7% | +23.8% | -17.1% | -1.5% |
| 1Y | +26.4% | +75.7% | -49.3% | +5.2% |
| All | +65.8% | +149.6% | -83.8% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling