+1.9%
SLB vs COPX
+142.4%
-140.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.4% | +1.9% |
| 7D | -1.2% | -1.5% | +0.4% | -0.7% |
| 30D | +4.5% | -14.0% | +18.5% | +9.5% |
| 3M | -4.6% | -17.1% | +12.5% | +0.8% |
| 6M | -6.3% | -15.9% | +9.6% | -2.3% |
| YTD | +35.0% | +2.6% | +32.3% | +27.5% |
| 1Y | +38.8% | +21.6% | +17.2% | +22.1% |
| All | +1.9% | +142.4% | -140.4% | -36.3% |
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 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