+1,121.3%
MAR vs COPX
+200.8%
+920.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.5% | +6.0% | -6.5% | -2.8% |
| 30D | -4.7% | +6.4% | -11.1% | -7.3% |
| 3M | -15.6% | +19.3% | -34.9% | -22.3% |
| 6M | +1.2% | +16.2% | -15.0% | -7.5% |
| YTD | +7.5% | +33.2% | -25.7% | -8.9% |
| 1Y | +26.6% | +90.2% | -63.6% | -8.8% |
| 3Y | +66.0% | +175.7% | -109.7% | -2.8% |
| 5Y | +154.1% | +193.1% | -39.0% | +39.9% |
| 10Y | +441.9% | +619.4% | -177.6% | +84.0% |
| All | +1,121.3% | +200.8% | +920.5% | +463.0% |
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 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