-32.6%
MOD vs COPX
+31.7%
-64.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +4.0% | -25.4% | -23.9% |
| 7D | -31.3% | -3.0% | -28.4% | -30.4% |
| 30D | -46.1% | -13.6% | -32.5% | -40.9% |
| 3M | -51.1% | -11.2% | -39.9% | -47.9% |
| 6M | -62.1% | -2.4% | -59.7% | -62.0% |
| YTD | -26.2% | +4.2% | -30.4% | -36.8% |
| 1Y | -32.6% | +32.2% | -64.7% | -55.3% |
| All | -32.6% | +31.7% | -64.3% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling