-11.4%
MSCI vs COPX
+186.1%
-197.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.1% | -7.9% | -4.7% |
| 7D | -2.1% | +5.8% | -7.8% | -3.4% |
| 30D | -1.7% | +7.2% | -9.0% | -3.5% |
| 3M | -8.2% | +16.5% | -24.7% | -12.2% |
| 6M | -2.4% | +18.4% | -20.9% | -8.3% |
| YTD | -2.8% | +31.9% | -34.7% | -12.9% |
| 1Y | -2.7% | +88.5% | -91.1% | -22.9% |
| 3Y | +7.3% | +173.1% | -165.8% | -29.6% |
| 5Y | -11.4% | +193.1% | -204.5% | -44.1% |
| All | -11.4% | +186.1% | -197.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling