+14.0%
SPGI vs COPX
+113.6%
-99.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.9% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | +14.3% | -15.9% | +30.1% | +17.3% |
| 3M | +14.5% | -19.6% | +34.1% | +18.0% |
| 6M | +17.3% | -21.5% | +38.8% | +20.8% |
| YTD | -4.6% | -0.8% | -3.8% | -8.2% |
| 1Y | +0.8% | +15.2% | -14.4% | -6.6% |
| 3Y | +28.8% | +134.7% | -105.9% | -6.8% |
| 5Y | +14.0% | +111.3% | -97.3% | -16.1% |
| All | +14.0% | +113.6% | -99.6% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling