+90.9%
PL vs COPX
+87.6%
+3.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -3.9% |
| 7D | -13.9% | +6.0% | -19.8% | -17.3% |
| 30D | -25.5% | +6.4% | -31.9% | -28.8% |
| 3M | -44.8% | +19.3% | -64.0% | -51.7% |
| 6M | -33.3% | +16.2% | -49.5% | -38.2% |
| YTD | -12.7% | +33.2% | -45.8% | -29.0% |
| 1Y | +90.9% | +90.2% | +0.7% | +35.3% |
| All | +90.9% | +87.6% | +3.3% | +35.3% |
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