+1,784.5%
NDAQ vs COPX
+118.6%
+1,666.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.5% |
| 7D | +1.3% | -2.8% | +4.1% | +2.0% |
| 30D | +18.0% | -14.3% | +32.3% | +22.5% |
| 3M | +11.5% | -19.0% | +30.6% | +17.2% |
| 6M | +21.1% | -24.4% | +45.5% | +28.2% |
| YTD | +12.8% | -3.2% | +16.0% | +9.1% |
| 1Y | +25.7% | +15.2% | +10.6% | +15.3% |
| 3Y | +116.8% | +127.6% | -10.8% | +56.0% |
| 5Y | +67.3% | +106.0% | -38.8% | +20.3% |
| 10Y | +473.3% | +313.7% | +159.6% | +195.2% |
| All | +1,784.5% | +118.6% | +1,666.0% | +1,078.4% |
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