-69.5%
S vs COPX
+187.4%
-256.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.3% |
| 7D | -1.2% | +6.0% | -7.2% | -3.3% |
| 30D | -12.6% | +6.4% | -19.0% | -14.8% |
| 3M | +27.6% | +19.3% | +8.3% | +18.3% |
| 6M | +35.5% | +16.2% | +19.2% | +24.6% |
| YTD | +29.6% | +33.2% | -3.6% | +8.8% |
| 1Y | +8.1% | +90.2% | -82.1% | -24.7% |
| 3Y | +14.8% | +175.7% | -160.9% | -38.1% |
| All | -69.5% | +187.4% | -256.9% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling