+1,381.0%
NET vs COPX
+371.3%
+1,009.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.0% | -6.5% | -4.3% |
| 7D | -16.4% | -3.0% | -13.4% | -15.3% |
| 30D | -25.8% | -13.6% | -12.2% | -21.1% |
| 3M | -11.5% | -11.2% | -0.3% | -7.4% |
| 6M | +18.9% | -2.4% | +21.3% | +17.3% |
| YTD | +35.2% | +4.2% | +31.0% | +24.4% |
| 1Y | +14.5% | +32.2% | -17.7% | -6.5% |
| 3Y | +313.8% | +132.4% | +181.4% | +144.2% |
| 5Y | +32.6% | +132.1% | -99.6% | -19.9% |
| All | +1,381.0% | +371.3% | +1,009.7% | +584.9% |
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