+413.9%
RF vs COPX
+131.8%
+282.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.3% | -1.5% | +0.2% | -0.8% |
| 30D | +4.6% | -14.0% | +18.6% | +11.9% |
| 3M | -8.4% | -17.1% | +8.7% | -1.2% |
| 6M | +8.9% | -15.9% | +24.8% | +13.8% |
| YTD | +8.8% | +2.6% | +6.2% | -0.8% |
| 1Y | +18.9% | +21.6% | -2.7% | -1.2% |
| 3Y | +116.0% | +142.7% | -26.7% | +15.5% |
| 5Y | +46.0% | +122.2% | -76.2% | -21.8% |
| 10Y | +231.7% | +338.8% | -107.0% | +9.1% |
| All | +413.9% | +131.8% | +282.1% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling