+5,587.3%
SPXL vs COPX
+200.8%
+5,386.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -2.3% |
| 7D | -1.3% | +6.0% | -7.3% | -6.6% |
| 30D | -5.0% | +6.4% | -11.4% | -11.0% |
| 3M | +7.6% | +19.3% | -11.7% | -10.6% |
| 6M | +33.6% | +16.2% | +17.4% | +11.2% |
| YTD | +28.1% | +33.2% | -5.1% | -9.9% |
| 1Y | +43.6% | +90.2% | -46.6% | -29.2% |
| 3Y | +225.8% | +175.7% | +50.2% | +6.2% |
| 5Y | +140.1% | +193.1% | -53.1% | -27.3% |
| 10Y | +1,248.4% | +619.4% | +629.0% | +69.6% |
| All | +5,587.3% | +200.8% | +5,386.5% | +1,657.6% |
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