-27.6%
MOD vs COPX
+20.6%
-48.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.0% |
| 7D | +8.2% | -1.5% | +9.8% | +9.6% |
| 30D | -38.2% | -14.0% | -24.2% | -31.8% |
| 3M | -46.2% | -17.1% | -29.1% | -39.7% |
| 6M | -62.5% | -15.9% | -46.7% | -58.8% |
| YTD | -20.1% | +2.6% | -22.7% | -30.2% |
| All | -27.6% | +20.6% | -48.3% | -47.2% |
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 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