+282.9%
SPGI vs COPX
+583.8%
-300.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -7.4% | -2.3% | -5.0% | -6.9% |
| 30D | +0.4% | +0.3% | +0.1% | 0.0% |
| 3M | +5.3% | +6.8% | -1.6% | +2.5% |
| 6M | +1.7% | +7.9% | -6.3% | -2.8% |
| YTD | -16.4% | +23.7% | -40.1% | -24.5% |
| 1Y | -20.5% | +71.5% | -92.0% | -36.0% |
| 3Y | +14.2% | +149.1% | -134.9% | -22.2% |
| 5Y | +0.6% | +167.3% | -166.7% | -35.5% |
| All | +282.9% | +583.8% | -300.9% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling