+692.8%
MOD vs COPX
+130.1%
+562.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -0.8% |
| 7D | -17.8% | +1.6% | -19.5% | -19.1% |
| 30D | -43.2% | -15.0% | -28.2% | -36.9% |
| 3M | -46.0% | -18.6% | -27.4% | -38.8% |
| 6M | -62.2% | -14.9% | -47.3% | -58.5% |
| YTD | -22.8% | +1.8% | -24.6% | -26.1% |
| 1Y | -35.5% | +19.7% | -55.2% | -44.3% |
| 3Y | +128.2% | +140.9% | -12.6% | +20.8% |
| 5Y | +791.6% | +130.6% | +661.0% | +369.0% |
| 10Y | +886.3% | +326.5% | +559.9% | +216.8% |
| All | +692.8% | +130.1% | +562.8% | +298.2% |
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