-47.8%
S vs COPX
+110.4%
-158.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.5% |
| 7D | +2.0% | -2.8% | +4.8% | +3.1% |
| 30D | -2.7% | -14.3% | +11.6% | +2.6% |
| 3M | -6.9% | -19.0% | +12.2% | -0.6% |
| 6M | +38.1% | -24.4% | +62.5% | +49.3% |
| YTD | +48.0% | -3.2% | +51.2% | +38.8% |
| 1Y | +34.5% | +15.2% | +19.3% | +15.7% |
| 3Y | +38.3% | +127.6% | -89.3% | -21.0% |
| 5Y | -70.9% | +106.0% | -176.9% | -81.8% |
| All | -47.8% | +110.4% | -158.1% | -68.0% |
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