-30.6%
SPXU vs COPX
+31.7%
-62.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.0% | -8.9% | -2.8% |
| 7D | +2.2% | -3.0% | +5.1% | +0.9% |
| 30D | +3.8% | -13.6% | +17.4% | -3.0% |
| 3M | +3.3% | -11.2% | +14.5% | -1.3% |
| 6M | -16.7% | -2.4% | -14.3% | -13.6% |
| YTD | -28.6% | +4.2% | -32.8% | -15.5% |
| 1Y | -30.6% | +32.2% | -62.7% | +3.3% |
| All | -30.6% | +31.7% | -62.3% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling