+45.2%
PL vs COPX
+112.6%
-67.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +5.6% | +8.9% | +10.8% |
| 7D | +10.9% | +3.3% | +7.6% | +8.8% |
| 30D | -16.4% | -12.2% | -4.1% | -8.5% |
| 3M | -39.9% | -14.5% | -25.4% | -33.7% |
| 6M | -63.2% | -12.2% | -51.0% | -59.7% |
| YTD | -27.1% | +5.2% | -32.3% | -30.3% |
| 1Y | +12.2% | +27.0% | -14.8% | -5.3% |
| 3Y | +584.3% | +149.1% | +435.2% | +287.2% |
| 5Y | +37.0% | +132.1% | -95.1% | -17.6% |
| All | +45.2% | +112.6% | -67.5% | -12.7% |
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