-46.7%
QS vs COPX
+375.0%
-421.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.6% | -2.3% | -1.3% | -2.4% |
| 30D | -17.2% | +0.3% | -17.5% | -17.7% |
| 3M | -27.0% | +6.8% | -33.8% | -30.9% |
| 6M | -24.6% | +7.9% | -32.5% | -28.9% |
| YTD | -49.3% | +23.7% | -73.1% | -56.7% |
| 1Y | -40.3% | +71.5% | -111.9% | -59.1% |
| 3Y | -23.8% | +149.1% | -172.9% | -60.0% |
| 5Y | -75.0% | +167.3% | -242.3% | -87.2% |
| All | -46.7% | +375.0% | -421.7% | -61.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling