+547.6%
P vs COPX
+508.7%
+39.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.7% | +5.0% |
| 7D | +17.8% | +1.1% | +16.7% | +17.1% |
| 30D | -29.9% | -15.9% | -14.0% | -23.2% |
| 3M | -1.2% | -19.6% | +18.4% | +9.6% |
| 6M | +32.1% | -21.5% | +53.6% | +47.6% |
| YTD | +64.3% | -0.8% | +65.1% | +60.2% |
| 1Y | +24.3% | +15.2% | +9.1% | +11.5% |
| 3Y | +203.2% | +134.7% | +68.5% | +85.0% |
| 5Y | +290.4% | +111.3% | +179.1% | +143.5% |
| 10Y | +680.9% | +324.3% | +356.5% | +209.0% |
| All | +547.6% | +508.7% | +39.0% | +110.4% |
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