-8.1%
SMR vs COPX
+22.3%
-30.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +4.1% | +11.2% | +11.0% |
| 7D | +21.4% | +5.8% | +15.6% | +15.1% |
| 30D | +13.8% | +7.2% | +6.6% | +6.1% |
| 3M | +3.9% | +16.5% | -12.6% | -11.8% |
| All | -8.1% | +22.3% | -30.3% | -20.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling