+90.1%
RF vs COPX
+171.2%
-81.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.1% |
| 7D | +1.3% | -4.0% | +5.3% | +2.5% |
| 30D | -3.6% | +4.5% | -8.2% | -5.0% |
| 3M | +8.1% | +0.8% | +7.3% | +6.8% |
| 6M | +11.5% | +3.2% | +8.3% | +8.2% |
| YTD | +15.6% | +26.7% | -11.1% | +3.1% |
| 1Y | +15.7% | +85.7% | -70.0% | -10.8% |
| 3Y | +86.9% | +151.2% | -64.3% | +21.9% |
| All | +90.1% | +171.2% | -81.1% | +17.2% |
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