+184.3%
SE vs COPX
+168.3%
+15.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -3.6% | +6.0% | -9.6% | -5.7% |
| 30D | -5.3% | +6.4% | -11.7% | -7.5% |
| 3M | +28.1% | +19.3% | +8.8% | +18.9% |
| 6M | +20.7% | +16.2% | +4.4% | +12.4% |
| YTD | -14.8% | +33.2% | -47.9% | -25.6% |
| 1Y | -43.6% | +90.2% | -133.8% | -58.0% |
| All | +184.3% | +168.3% | +15.9% | +89.8% |
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