+32.0%
Q vs COPX
+57.7%
-25.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.8% | +1.2% |
| 7D | +6.6% | +6.0% | +0.6% | +2.8% |
| 30D | -6.6% | +6.4% | -13.0% | -10.4% |
| 3M | -13.2% | +19.3% | -32.5% | -23.0% |
| 6M | +9.9% | +16.2% | -6.3% | -2.2% |
| YTD | +53.9% | +33.2% | +20.8% | +31.8% |
| All | +32.0% | +57.7% | -25.7% | +6.3% |
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