+38.9%
S vs COPX
+134.4%
-95.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.3% | -3.0% | -5.5% |
| 7D | +4.1% | +1.1% | +3.0% | +3.9% |
| 30D | -7.2% | -15.9% | +8.7% | -3.8% |
| 3M | 0.0% | -19.6% | +19.5% | +4.1% |
| 6M | +41.6% | -21.5% | +63.1% | +47.5% |
| YTD | +48.6% | -0.8% | +49.4% | +40.1% |
| 1Y | +30.0% | +15.2% | +14.9% | +15.7% |
| All | +38.9% | +134.4% | -95.6% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling