+29.4%
NDAQ vs COPX
+31.7%
-2.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.0% | -1.4% | +2.5% |
| 7D | +3.9% | -3.0% | +6.9% | +4.0% |
| 30D | +19.0% | -13.6% | +32.6% | +19.5% |
| 3M | +17.6% | -11.2% | +28.8% | +18.1% |
| 6M | +21.0% | -2.4% | +23.4% | +21.2% |
| YTD | +14.1% | +4.2% | +9.9% | +11.0% |
| 1Y | +29.4% | +32.2% | -2.7% | +20.8% |
| All | +29.4% | +31.7% | -2.3% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling