-15.6%
SPCX vs COPX
-10.9%
-4.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.0% | -7.8% | -6.5% |
| 7D | -6.4% | -3.0% | -3.5% | -4.4% |
| 30D | -20.6% | -13.6% | -6.9% | -12.1% |
| 3M | +8.4% | -11.2% | +19.7% | +15.5% |
| All | -15.6% | -10.9% | -4.6% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling