+79.9%
PL vs COPX
+166.7%
-86.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -4.4% |
| 7D | -7.5% | +5.8% | -13.3% | -11.0% |
| 30D | -25.6% | +7.2% | -32.8% | -29.3% |
| 3M | -45.6% | +16.5% | -62.1% | -51.4% |
| 6M | -29.5% | +18.4% | -48.0% | -37.3% |
| YTD | -9.7% | +31.9% | -41.6% | -25.7% |
| 1Y | +84.4% | +88.5% | -4.1% | +20.4% |
| 3Y | +550.0% | +173.1% | +376.9% | +238.9% |
| 5Y | +79.0% | +193.1% | -114.1% | -7.3% |
| All | +79.9% | +166.7% | -86.8% | -6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling