+26.8%
PL vs COPX
+101.3%
-74.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.5% | +8.9% | +9.4% |
| 7D | -6.8% | -1.0% | -5.8% | -6.3% |
| 30D | -29.3% | -14.8% | -14.5% | -21.4% |
| 3M | -44.8% | -17.2% | -27.5% | -37.9% |
| 6M | -68.4% | -14.5% | -53.9% | -64.8% |
| YTD | -36.4% | -0.4% | -35.9% | -37.1% |
| 1Y | +0.7% | +21.9% | -21.1% | -12.9% |
| 3Y | +455.3% | +123.7% | +331.6% | +233.4% |
| 5Y | +22.7% | +121.8% | -99.1% | -23.7% |
| All | +26.8% | +101.3% | -74.5% | -21.2% |
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 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