+1,928.5%
MSCI vs COPX
+131.8%
+1,796.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | -1.9% | -1.5% | -0.4% | -1.5% |
| 30D | +16.5% | -14.0% | +30.4% | +21.8% |
| 3M | +18.2% | -17.1% | +35.3% | +24.3% |
| 6M | +14.0% | -15.9% | +29.9% | +17.3% |
| YTD | +16.6% | +2.6% | +14.0% | +9.0% |
| 1Y | +14.8% | +21.6% | -6.8% | +0.6% |
| 3Y | +33.3% | +142.7% | -109.4% | -14.0% |
| 5Y | +9.1% | +122.2% | -113.2% | -28.5% |
| 10Y | +820.4% | +338.8% | +481.6% | +319.6% |
| All | +1,928.5% | +131.8% | +1,796.7% | +981.4% |
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 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