+419.1%
RF vs COPX
+137.6%
+281.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | -0.5% |
| 7D | -0.1% | +3.3% | -3.4% | -1.8% |
| 30D | +7.0% | -12.2% | +19.3% | +13.4% |
| 3M | -7.0% | -14.5% | +7.5% | -1.1% |
| 6M | +6.8% | -12.2% | +18.9% | +9.3% |
| YTD | +9.9% | +5.2% | +4.7% | -1.0% |
| 1Y | +21.1% | +27.0% | -5.8% | -1.5% |
| 3Y | +119.6% | +149.1% | -29.5% | +16.0% |
| 5Y | +46.2% | +132.1% | -85.9% | -23.5% |
| 10Y | +261.5% | +365.9% | -104.4% | +15.3% |
| All | +419.1% | +137.6% | +281.6% | +120.9% |
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