+499.9%
P vs COPX
+524.6%
-24.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | +0.7% |
| 7D | -13.3% | +1.6% | -14.9% | -13.7% |
| 30D | -34.0% | -15.0% | -19.0% | -28.1% |
| 3M | +4.1% | -18.6% | +22.7% | +14.8% |
| 6M | +30.5% | -14.9% | +45.4% | +40.2% |
| YTD | +52.2% | +1.8% | +50.3% | +46.6% |
| 1Y | +10.3% | +19.7% | -9.4% | -2.8% |
| 3Y | +180.9% | +140.9% | +40.0% | +69.3% |
| 5Y | +259.7% | +130.6% | +129.1% | +114.7% |
| 10Y | +652.6% | +326.5% | +326.2% | +196.3% |
| All | +499.9% | +524.6% | -24.7% | +92.6% |
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