+114.4%
META vs COPX
+168.3%
-53.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.6% | +6.3% |
| 7D | +10.3% | +6.0% | +4.3% | +8.6% |
| 30D | +9.9% | +6.4% | +3.4% | +7.9% |
| 3M | +11.9% | +19.3% | -7.4% | +5.9% |
| 6M | +1.2% | +16.2% | -15.1% | -4.6% |
| YTD | -0.8% | +33.2% | -34.0% | -11.1% |
| 1Y | -14.3% | +90.2% | -104.6% | -31.9% |
| All | +114.4% | +168.3% | -53.9% | +51.0% |
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