-62.7%
MOD vs COPX
-13.0%
-49.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +5.6% | +4.3% | +6.0% |
| 7D | -13.9% | +3.3% | -17.2% | -16.2% |
| 30D | -41.5% | -12.2% | -29.3% | -36.0% |
| 3M | -45.7% | -14.5% | -31.2% | -40.2% |
| All | -62.7% | -13.0% | -49.8% | -59.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling