+516.5%
PL vs COPX
+128.6%
+388.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +1.3% |
| 7D | +10.0% | -2.8% | +12.9% | +12.8% |
| 30D | -2.3% | -14.3% | +12.1% | +10.2% |
| 3M | -44.2% | -19.0% | -25.2% | -34.9% |
| 6M | -66.1% | -24.4% | -41.7% | -58.0% |
| YTD | -30.0% | -3.2% | -26.7% | -30.6% |
| 1Y | +21.0% | +15.2% | +5.9% | +3.0% |
| 3Y | +516.5% | +127.6% | +388.9% | +173.0% |
| All | +516.5% | +128.6% | +388.0% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling