-10.6%
SITM vs COPX
+15.5%
-26.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -2.1% |
| 7D | +3.7% | +6.0% | -2.3% | -0.4% |
| 30D | -14.5% | +6.4% | -20.9% | -18.1% |
| 3M | -10.6% | +19.3% | -29.8% | -23.3% |
| All | -10.6% | +15.5% | -26.0% | -23.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling