+73.5%
MSFT vs COPX
+167.3%
-93.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +1.6% |
| 7D | -3.5% | -2.9% | -0.6% | -3.0% |
| 30D | -2.1% | 0.0% | -2.1% | -2.3% |
| 3M | +24.2% | +14.8% | +9.4% | +19.8% |
| 6M | +21.9% | +7.0% | +14.8% | +18.3% |
| YTD | +2.5% | +23.8% | -21.4% | -5.1% |
| 1Y | -0.8% | +75.7% | -76.5% | -16.7% |
| 3Y | +50.8% | +156.4% | -105.6% | +9.6% |
| 5Y | +73.5% | +167.6% | -94.1% | +23.0% |
| All | +73.5% | +167.3% | -93.8% | +23.0% |
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 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