+1,558.9%
QQQ vs COPX
+200.8%
+1,358.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.6% |
| 7D | +1.0% | +6.0% | -5.0% | -1.0% |
| 30D | -0.6% | +6.4% | -7.1% | -2.9% |
| 3M | +1.3% | +19.3% | -18.0% | -5.0% |
| 6M | +18.1% | +16.2% | +1.9% | +10.7% |
| YTD | +16.9% | +33.2% | -16.3% | +3.5% |
| 1Y | +24.0% | +90.2% | -66.2% | -3.1% |
| 3Y | +95.6% | +175.7% | -80.1% | +30.9% |
| 5Y | +94.5% | +193.1% | -98.6% | +24.3% |
| 10Y | +571.7% | +619.4% | -47.7% | +194.3% |
| All | +1,558.9% | +200.8% | +1,358.1% | +811.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling