+624.5%
P vs COPX
+332.4%
+292.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.7% | +4.0% |
| 7D | -4.7% | -1.5% | -3.2% | -3.5% |
| 30D | -31.4% | -14.0% | -17.4% | -25.5% |
| 3M | -2.6% | -17.1% | +14.5% | +6.9% |
| 6M | +21.9% | -15.9% | +37.8% | +32.0% |
| YTD | +58.9% | +2.6% | +56.3% | +51.9% |
| 1Y | +21.7% | +21.6% | +0.1% | +5.4% |
| 3Y | +193.3% | +142.7% | +50.6% | +69.7% |
| 5Y | +275.1% | +122.2% | +152.9% | +119.7% |
| All | +624.5% | +332.4% | +292.1% | +171.0% |
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