+11.0%
S vs COPX
+76.0%
-65.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +8.9% | +2.1% |
| 7D | +0.1% | -2.9% | +2.9% | +0.1% |
| 30D | -11.8% | 0.0% | -11.8% | -11.7% |
| 3M | +33.9% | +14.8% | +19.1% | +33.1% |
| 6M | +40.1% | +7.0% | +33.1% | +39.2% |
| YTD | +32.1% | +23.8% | +8.2% | +25.3% |
| 1Y | +11.0% | +75.7% | -64.7% | -6.4% |
| All | +11.0% | +76.0% | -65.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling