+343.3%
SPGI vs COPX
+307.7%
+35.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.7% |
| 7D | +1.2% | -2.8% | +4.1% | +1.9% |
| 30D | +15.9% | -14.3% | +30.3% | +20.3% |
| 3M | +12.3% | -19.0% | +31.3% | +17.8% |
| 6M | +23.7% | -24.4% | +48.1% | +30.7% |
| YTD | -3.5% | -3.2% | -0.3% | -7.6% |
| 1Y | +0.4% | +15.2% | -14.7% | -9.3% |
| 3Y | +29.9% | +127.6% | -97.7% | -11.5% |
| 5Y | +15.2% | +106.0% | -90.8% | -21.1% |
| All | +343.3% | +307.7% | +35.6% | +95.9% |
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