+485.4%
P vs COPX
+677.1%
-191.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.7% |
| 7D | +6.5% | -4.0% | +10.5% | +8.6% |
| 30D | +18.8% | +4.5% | +14.3% | +15.7% |
| 3M | +26.7% | +0.8% | +25.9% | +25.5% |
| 6M | +62.2% | +3.2% | +59.0% | +56.2% |
| YTD | +48.5% | +26.7% | +21.8% | +28.2% |
| 1Y | +26.4% | +85.7% | -59.3% | -11.0% |
| 3Y | +159.4% | +151.2% | +8.2% | +52.7% |
| 5Y | +275.8% | +170.0% | +105.8% | +106.3% |
| 10Y | +732.0% | +572.9% | +159.1% | +170.2% |
| All | +485.4% | +677.1% | -191.7% | +68.4% |
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