+19.0%
MSCI vs COPX
+31.7%
-12.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.0% | +1.4% | +5.5% |
| 7D | +11.5% | -3.0% | +14.4% | +11.3% |
| 30D | +22.1% | -13.6% | +35.7% | +21.5% |
| 3M | +18.4% | -11.2% | +29.6% | +18.0% |
| 6M | +16.6% | -2.4% | +19.0% | +16.9% |
| YTD | +18.8% | +4.2% | +14.6% | +16.3% |
| 1Y | +19.0% | +32.2% | -13.2% | +14.4% |
| All | +19.0% | +31.7% | -12.7% | +14.4% |
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