+82.3%
PL vs COPX
+171.2%
-88.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -0.8% |
| 7D | -9.3% | -4.0% | -5.3% | -6.8% |
| 30D | -18.9% | +4.5% | -23.5% | -21.8% |
| 3M | -58.4% | +0.8% | -59.2% | -58.4% |
| 6M | -30.3% | +3.2% | -33.5% | -32.3% |
| YTD | -8.1% | +26.7% | -34.8% | -23.5% |
| 1Y | +180.5% | +85.7% | +94.8% | +78.7% |
| 3Y | +444.1% | +151.2% | +293.0% | +179.7% |
| All | +82.3% | +171.2% | -88.9% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling