+50.3%
NDAQ vs COPX
+167.3%
-117.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.0% | +4.6% | -1.2% |
| 7D | -6.8% | -2.9% | -3.9% | -6.4% |
| 30D | -3.2% | 0.0% | -3.2% | -3.3% |
| 3M | +6.5% | +14.8% | -8.3% | +3.7% |
| 6M | +5.7% | +7.0% | -1.3% | +3.4% |
| YTD | -4.6% | +23.8% | -28.5% | -10.3% |
| 1Y | -1.6% | +75.7% | -77.3% | -14.5% |
| 3Y | +86.4% | +156.4% | -70.0% | +43.9% |
| 5Y | +50.3% | +167.6% | -117.2% | +12.8% |
| All | +50.3% | +167.3% | -117.0% | +12.8% |
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 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