+462.9%
META vs COPX
+307.7%
+155.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +3.8% |
| 7D | +5.2% | -2.8% | +8.0% | +6.2% |
| 30D | -13.0% | -14.3% | +1.3% | -8.1% |
| 3M | +7.9% | -19.0% | +27.0% | +15.7% |
| 6M | +4.2% | -24.4% | +28.7% | +13.0% |
| YTD | -2.5% | -3.2% | +0.7% | -5.5% |
| 1Y | +5.6% | +15.2% | -9.6% | -4.6% |
| 3Y | +96.8% | +127.6% | -30.8% | +30.2% |
| 5Y | +90.0% | +106.0% | -16.0% | +28.3% |
| All | +462.9% | +307.7% | +155.2% | +160.3% |
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 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