+741.6%
SPY vs COPX
+200.8%
+540.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.4% | +6.0% | -6.3% | -2.2% |
| 30D | -1.4% | +6.4% | -7.8% | -3.4% |
| 3M | +3.7% | +19.3% | -15.6% | -2.5% |
| 6M | +13.0% | +16.2% | -3.2% | +5.9% |
| YTD | +12.4% | +33.2% | -20.8% | -0.2% |
| 1Y | +18.5% | +90.2% | -71.7% | -6.6% |
| 3Y | +77.6% | +175.7% | -98.0% | +20.3% |
| 5Y | +81.7% | +193.1% | -111.4% | +17.1% |
| 10Y | +319.7% | +619.4% | -299.8% | +85.5% |
| All | +741.6% | +200.8% | +540.9% | +360.3% |
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 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