+2.2%
SO vs COPX
-23.3%
+25.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.0% |
| 7D | +1.4% | -2.8% | +4.2% | +1.1% |
| 30D | +4.7% | -14.3% | +19.1% | +3.4% |
| 3M | +1.7% | -19.0% | +20.7% | +0.3% |
| 6M | +2.2% | -24.4% | +26.6% | +0.8% |
| All | +2.2% | -23.3% | +25.5% | +0.8% |
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