+29.7%
Q vs COPX
+46.6%
-16.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.0% | +5.3% | +2.5% |
| 7D | +4.1% | -2.9% | +7.0% | +5.7% |
| 30D | -10.7% | 0.0% | -10.8% | -11.3% |
| 3M | -11.7% | +14.8% | -26.5% | -20.0% |
| 6M | +8.3% | +7.0% | +1.3% | +1.1% |
| YTD | +51.3% | +23.8% | +27.5% | +35.2% |
| All | +29.7% | +46.6% | -16.9% | +9.0% |
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 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