+98.3%
SPYG vs COPX
+149.4%
-51.0%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.9% | -2.3% | +1.5% | -0.4% |
| 30D | -1.5% | +0.3% | -1.8% | -1.8% |
| 3M | +3.7% | +6.8% | -3.1% | +1.3% |
| 6M | +16.4% | +7.9% | +8.5% | +12.4% |
| YTD | +13.3% | +23.7% | -10.4% | +4.0% |
| 1Y | +17.9% | +71.5% | -53.7% | -2.4% |
| 3Y | +98.3% | +149.1% | -50.8% | +43.3% |
| All | +98.3% | +149.4% | -51.0% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling