+7.5%
SMR vs COPX
+147.9%
-140.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.3% | -4.1% |
| 7D | +13.1% | +6.0% | +7.1% | +8.0% |
| 30D | +17.8% | +6.4% | +11.3% | +12.0% |
| 3M | +8.1% | +19.3% | -11.2% | -6.7% |
| 6M | -11.1% | +16.2% | -27.3% | -20.6% |
| YTD | -23.7% | +33.2% | -56.9% | -39.5% |
| 1Y | -69.4% | +90.2% | -159.6% | -81.5% |
| 3Y | +82.6% | +175.7% | -93.1% | -12.1% |
| All | +7.5% | +147.9% | -140.5% | -48.7% |
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