+2,011.1%
MSFT vs COPX
+198.0%
+1,813.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -2.3% |
| 7D | -1.4% | +5.8% | -7.2% | -3.0% |
| 30D | -1.0% | +7.2% | -8.2% | -3.2% |
| 3M | +20.2% | +16.5% | +3.7% | +14.1% |
| 6M | +21.3% | +18.4% | +2.8% | +13.1% |
| YTD | +2.8% | +31.9% | -29.1% | -8.4% |
| 1Y | 0.0% | +88.5% | -88.5% | -20.7% |
| 3Y | +51.2% | +173.1% | -121.9% | +3.0% |
| 5Y | +71.4% | +193.1% | -121.7% | +11.1% |
| 10Y | +868.6% | +591.7% | +276.9% | +338.7% |
| All | +2,011.1% | +198.0% | +1,813.1% | +1,038.5% |
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