+331.2%
O vs COPX
+198.0%
+133.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -1.2% |
| 7D | -0.6% | +5.8% | -6.3% | -1.7% |
| 30D | -2.0% | +7.2% | -9.2% | -3.5% |
| 3M | +3.0% | +16.5% | -13.5% | -1.0% |
| 6M | -3.6% | +18.4% | -22.1% | -8.7% |
| YTD | +12.1% | +31.9% | -19.9% | +2.8% |
| 1Y | +8.9% | +88.5% | -79.6% | -8.5% |
| 3Y | +30.3% | +173.1% | -142.8% | -2.5% |
| 5Y | +13.7% | +193.1% | -179.4% | -18.9% |
| 10Y | +50.3% | +591.7% | -541.4% | -21.7% |
| All | +331.2% | +198.0% | +133.2% | +161.9% |
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 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