+686.9%
SEI vs COPX
+433.8%
+253.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.2% |
| 7D | +22.6% | -2.3% | +24.9% | +24.9% |
| 30D | +9.1% | +0.3% | +8.8% | +8.8% |
| 3M | -11.3% | +6.8% | -18.2% | -15.1% |
| 6M | +22.0% | +7.9% | +14.1% | +13.8% |
| YTD | +47.3% | +23.7% | +23.5% | +24.0% |
| 1Y | +124.8% | +71.5% | +53.2% | +52.5% |
| 3Y | +591.3% | +149.1% | +442.2% | +249.3% |
| 5Y | +1,008.2% | +167.3% | +840.9% | +405.8% |
| All | +686.9% | +433.8% | +253.1% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling