+18.0%
Q vs COPX
+31.7%
-13.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -2.6% |
| 7D | -3.3% | -3.0% | -0.3% | -1.5% |
| 30D | -9.7% | -13.6% | +3.9% | -0.9% |
| 3M | -16.1% | -11.2% | -4.9% | -10.4% |
| 6M | -15.7% | -2.4% | -13.3% | -15.8% |
| YTD | +45.7% | +4.2% | +41.5% | +38.1% |
| 1Y | +18.0% | +32.2% | -14.2% | -6.8% |
| All | +18.0% | +31.7% | -13.7% | -6.8% |
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