+158.7%
P vs COPX
+171.8%
-13.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | -0.3% |
| 7D | +7.8% | +5.8% | +2.1% | +5.1% |
| 30D | +12.3% | +7.2% | +5.1% | +8.2% |
| 3M | +37.1% | +16.5% | +20.6% | +26.8% |
| 6M | +66.1% | +18.4% | +47.6% | +50.3% |
| YTD | +50.9% | +31.9% | +19.0% | +28.4% |
| 1Y | +27.2% | +88.5% | -61.3% | -11.2% |
| 3Y | +158.7% | +173.1% | -14.4% | +41.8% |
| All | +158.7% | +171.8% | -13.2% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling