+63.7%
SE vs COPX
+128.6%
-64.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.0% |
| 7D | -0.5% | -2.8% | +2.3% | +0.5% |
| 30D | -20.9% | -14.3% | -6.6% | -16.5% |
| 3M | -38.9% | -19.0% | -19.8% | -34.4% |
| 6M | -19.4% | -24.4% | +5.0% | -12.1% |
| YTD | -40.9% | -3.2% | -37.7% | -42.3% |
| 1Y | -46.2% | +15.2% | -61.3% | -51.2% |
| 3Y | +63.7% | +127.6% | -63.9% | +20.8% |
| All | +63.7% | +128.6% | -64.8% | +20.8% |
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