-26.9%
Q vs COPX
-23.3%
-3.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.5% | -1.0% | -1.9% |
| 7D | +1.2% | -2.8% | +4.0% | +3.2% |
| 30D | -2.7% | -14.3% | +11.7% | +7.6% |
| 3M | -16.9% | -19.0% | +2.1% | -5.8% |
| 6M | -26.9% | -24.4% | -2.4% | -13.1% |
| All | -26.9% | -23.3% | -3.5% | -13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling