+66.2%
NDAQ vs COPX
+107.3%
-41.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.2% |
| 7D | +1.3% | -2.8% | +4.1% | +1.7% |
| 30D | +18.0% | -14.3% | +32.3% | +20.6% |
| 3M | +11.5% | -19.0% | +30.6% | +14.9% |
| 6M | +21.1% | -24.4% | +45.5% | +25.6% |
| YTD | +12.8% | -3.2% | +16.0% | +9.9% |
| 1Y | +25.7% | +15.2% | +10.6% | +17.8% |
| 3Y | +116.8% | +127.6% | -10.8% | +67.3% |
| All | +66.2% | +107.3% | -41.1% | +25.6% |
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