+1,593.7%
META vs COPX
+196.4%
+1,397.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.6% | -0.5% | +3.4% |
| 7D | +5.7% | +3.3% | +2.4% | +4.6% |
| 30D | -10.8% | -12.2% | +1.5% | -7.2% |
| 3M | +8.4% | -14.5% | +22.9% | +13.2% |
| 6M | +5.4% | -12.2% | +17.6% | +7.8% |
| YTD | -2.6% | +5.2% | -7.8% | -7.1% |
| 1Y | +3.5% | +27.0% | -23.4% | -7.3% |
| 3Y | +102.0% | +149.1% | -47.1% | +41.6% |
| 5Y | +93.1% | +132.1% | -39.0% | +36.8% |
| 10Y | +425.7% | +365.9% | +59.7% | +184.4% |
| All | +1,593.7% | +196.4% | +1,397.4% | +891.2% |
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