-23.8%
QS vs COPX
+149.4%
-173.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.6% | -2.3% | -1.3% | -2.3% |
| 30D | -17.2% | +0.3% | -17.5% | -17.8% |
| 3M | -27.0% | +6.8% | -33.8% | -31.6% |
| 6M | -24.6% | +7.9% | -32.5% | -29.7% |
| YTD | -49.3% | +23.7% | -73.1% | -57.9% |
| 1Y | -40.3% | +71.5% | -111.9% | -61.8% |
| 3Y | -23.8% | +149.1% | -172.9% | -68.5% |
| All | -23.8% | +149.4% | -173.2% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling