+82.0%
SPY vs COPX
+167.3%
-85.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | +1.2% |
| 7D | -2.0% | -2.9% | +0.9% | -1.4% |
| 30D | -1.7% | 0.0% | -1.7% | -1.9% |
| 3M | +4.7% | +14.8% | -10.1% | +0.3% |
| 6M | +12.5% | +7.0% | +5.5% | +8.8% |
| YTD | +11.7% | +23.8% | -12.1% | +2.7% |
| 1Y | +17.5% | +75.7% | -58.2% | -3.0% |
| 3Y | +76.6% | +156.4% | -79.8% | +25.8% |
| 5Y | +82.0% | +167.6% | -85.5% | +26.4% |
| All | +82.0% | +167.3% | -85.3% | +26.4% |
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