+1,545.6%
NDAQ vs COPX
+198.0%
+1,347.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.1% | -6.0% | -3.0% |
| 7D | -2.6% | +5.8% | -8.3% | -4.1% |
| 30D | +0.5% | +7.2% | -6.7% | -1.6% |
| 3M | +9.9% | +16.5% | -6.6% | +4.6% |
| 6M | +8.2% | +18.4% | -10.2% | +1.0% |
| YTD | -1.5% | +31.9% | -33.4% | -11.9% |
| 1Y | +1.3% | +88.5% | -87.2% | -19.0% |
| 3Y | +92.6% | +173.1% | -80.5% | +33.1% |
| 5Y | +53.8% | +193.1% | -139.3% | +0.6% |
| 10Y | +376.0% | +591.7% | -215.7% | +111.5% |
| All | +1,545.6% | +198.0% | +1,347.7% | +851.6% |
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 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