+649.0%
P vs COPX
+318.2%
+330.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.7% | +5.1% |
| 7D | +17.8% | +1.1% | +16.7% | +17.1% |
| 30D | -29.9% | -15.9% | -14.0% | -22.9% |
| 3M | -1.2% | -19.6% | +18.4% | +10.1% |
| 6M | +32.1% | -21.5% | +53.6% | +48.2% |
| YTD | +64.3% | -0.8% | +65.1% | +59.6% |
| 1Y | +24.3% | +15.2% | +9.1% | +10.6% |
| 3Y | +203.2% | +134.7% | +68.5% | +78.3% |
| 5Y | +290.4% | +111.3% | +179.1% | +134.7% |
| All | +649.0% | +318.2% | +330.8% | +184.7% |
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