-3.4%
NDAQ vs COPX
+73.7%
-77.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -5.6% | -2.3% | -3.2% | -5.4% |
| 30D | -4.4% | +0.3% | -4.6% | -4.3% |
| 3M | +5.9% | +6.8% | -1.0% | +5.9% |
| 6M | +7.7% | +7.9% | -0.2% | +7.5% |
| YTD | -5.2% | +23.7% | -28.9% | -7.8% |
| 1Y | -3.4% | +71.5% | -74.9% | -12.1% |
| All | -3.4% | +73.7% | -77.1% | -12.1% |
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