-75.5%
QS vs COPX
+163.6%
-239.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | +4.8% |
| 7D | -5.0% | -2.9% | -2.1% | -3.1% |
| 30D | -18.3% | 0.0% | -18.3% | -18.7% |
| 3M | -26.0% | +14.8% | -40.8% | -34.8% |
| 6M | -24.0% | +7.0% | -31.1% | -28.9% |
| YTD | -50.3% | +23.8% | -74.1% | -59.0% |
| 1Y | -38.0% | +75.7% | -113.7% | -61.4% |
| 3Y | -24.6% | +156.4% | -181.0% | -67.0% |
| All | -75.5% | +163.6% | -239.1% | -89.7% |
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