+251.0%
SPOT vs COPX
+340.4%
-89.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.4% |
| 7D | -6.5% | +6.0% | -12.5% | -8.4% |
| 30D | +2.2% | +6.4% | -4.3% | -0.2% |
| 3M | +5.4% | +19.3% | -13.9% | -2.0% |
| 6M | -4.0% | +16.2% | -20.3% | -11.1% |
| YTD | -9.9% | +33.2% | -43.1% | -22.0% |
| 1Y | -27.3% | +90.2% | -117.5% | -45.8% |
| 3Y | +236.4% | +175.7% | +60.7% | +107.6% |
| 5Y | +112.6% | +193.1% | -80.5% | +24.1% |
| All | +251.0% | +340.4% | -89.4% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling