+1,258.4%
NET vs COPX
+343.9%
+914.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.8% | -2.5% | -5.8% |
| 7D | -21.2% | -7.5% | -13.7% | -18.4% |
| 30D | -31.1% | -18.6% | -12.5% | -24.7% |
| 3M | -16.5% | -19.0% | +2.5% | -9.0% |
| 6M | 0.0% | -9.9% | +9.9% | +2.2% |
| YTD | +24.0% | -1.8% | +25.9% | +17.2% |
| 1Y | +7.0% | +21.6% | -14.6% | -9.2% |
| 3Y | +279.6% | +118.9% | +160.6% | +130.1% |
| 5Y | +24.0% | +118.7% | -94.7% | -23.0% |
| All | +1,258.4% | +343.9% | +914.4% | +545.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling