+2.2%
SPGI vs COPX
+193.3%
-191.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.7% |
| 7D | -3.1% | +6.0% | -9.1% | -4.0% |
| 30D | +2.0% | +6.4% | -4.4% | +0.8% |
| 3M | +4.3% | +19.3% | -15.0% | +0.8% |
| 6M | -0.2% | +16.2% | -16.5% | -4.0% |
| YTD | -14.8% | +33.2% | -48.0% | -21.5% |
| 1Y | -18.5% | +90.2% | -108.8% | -31.6% |
| 3Y | +16.0% | +175.7% | -159.7% | -15.4% |
| 5Y | +2.2% | +193.1% | -190.9% | -28.0% |
| All | +2.2% | +193.3% | -191.1% | -28.0% |
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