+338.5%
RF vs COPX
+606.7%
-268.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.0% |
| 7D | -0.1% | +6.0% | -6.1% | -2.8% |
| 30D | -4.0% | +6.4% | -10.5% | -7.0% |
| 3M | +5.6% | +19.3% | -13.7% | -4.3% |
| 6M | +13.1% | +16.2% | -3.2% | +1.5% |
| YTD | +13.6% | +33.2% | -19.6% | -6.7% |
| 1Y | +16.0% | +90.2% | -74.3% | -21.7% |
| 3Y | +90.2% | +175.7% | -85.5% | -1.0% |
| 5Y | +87.0% | +193.1% | -106.1% | -11.3% |
| 10Y | +338.5% | +619.4% | -280.9% | +4.6% |
| All | +338.5% | +606.7% | -268.2% | +4.6% |
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 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