+96.9%
PSX vs COPX
+31.7%
+65.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.0% | -8.5% | -4.2% |
| 7D | -5.2% | -3.0% | -2.2% | -5.3% |
| 30D | -3.7% | -13.6% | +9.9% | -4.5% |
| 3M | +26.8% | -11.2% | +38.0% | +26.1% |
| 6M | +47.3% | -2.4% | +49.7% | +47.5% |
| YTD | +105.4% | +4.2% | +101.2% | +94.7% |
| 1Y | +96.9% | +32.2% | +64.7% | +78.2% |
| All | +96.9% | +31.7% | +65.2% | +78.2% |
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 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