+631.0%
MSCI vs COPX
+606.7%
+24.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.4% | +0.3% |
| 7D | -1.1% | +6.0% | -7.1% | -2.9% |
| 30D | -1.2% | +6.4% | -7.6% | -3.4% |
| 3M | -8.4% | +19.3% | -27.7% | -14.6% |
| 6M | -1.0% | +16.2% | -17.3% | -8.5% |
| YTD | -2.3% | +33.2% | -35.4% | -15.3% |
| 1Y | -1.2% | +90.2% | -91.4% | -25.8% |
| 3Y | +7.9% | +175.7% | -167.7% | -33.3% |
| 5Y | -10.1% | +193.1% | -203.2% | -47.2% |
| 10Y | +631.0% | +619.4% | +11.5% | +155.0% |
| All | +631.0% | +606.7% | +24.3% | +155.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling