+1,657.1%
MSCI vs COPX
+186.2%
+1,470.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.1% |
| 7D | +0.4% | -4.0% | +4.4% | +1.7% |
| 30D | +0.6% | +4.5% | -4.0% | -1.2% |
| 3M | -7.1% | +0.8% | -7.9% | -8.8% |
| 6M | +0.8% | +3.2% | -2.4% | -3.2% |
| YTD | +1.0% | +26.7% | -25.7% | -11.1% |
| 1Y | +4.3% | +85.7% | -81.4% | -20.8% |
| 3Y | +9.9% | +151.2% | -141.2% | -28.6% |
| 5Y | -6.8% | +170.0% | -176.7% | -42.4% |
| 10Y | +614.7% | +572.9% | +41.7% | +183.5% |
| All | +1,657.1% | +186.2% | +1,470.8% | +781.6% |
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