-0.4%
PL vs COPX
+31.7%
-32.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.0% | -10.3% | -8.9% |
| 7D | -11.7% | -3.0% | -8.8% | -10.2% |
| 30D | -27.1% | -13.6% | -13.5% | -19.9% |
| 3M | -44.6% | -11.2% | -33.4% | -40.8% |
| 6M | -67.2% | -2.4% | -64.8% | -65.7% |
| YTD | -35.9% | +4.2% | -40.1% | -37.1% |
| 1Y | -0.4% | +32.2% | -32.6% | -23.2% |
| All | -0.4% | +31.7% | -32.1% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling