+1,449.6%
NET vs COPX
+473.1%
+976.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.7% |
| 7D | -7.0% | -4.0% | -3.0% | -5.3% |
| 30D | -4.8% | +4.5% | -9.3% | -6.7% |
| 3M | +3.8% | +0.8% | +3.0% | +2.6% |
| 6M | +50.0% | +3.2% | +46.9% | +43.4% |
| YTD | +41.5% | +26.7% | +14.8% | +20.2% |
| 1Y | +32.8% | +85.7% | -52.9% | -7.0% |
| 3Y | +335.9% | +151.2% | +184.7% | +152.9% |
| 5Y | +113.8% | +170.0% | -56.2% | +20.9% |
| All | +1,449.6% | +473.1% | +976.5% | +561.8% |
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