+228.3%
SU vs COPX
+179.5%
+48.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.2% | -2.3% | +4.6% | +3.3% |
| 30D | +8.4% | +0.3% | +8.2% | +7.5% |
| 3M | +12.1% | +6.8% | +5.3% | +5.8% |
| 6M | +19.7% | +7.9% | +11.7% | +8.0% |
| YTD | +58.4% | +23.7% | +34.7% | +29.6% |
| 1Y | +67.2% | +71.5% | -4.3% | +11.5% |
| 3Y | +125.0% | +149.1% | -24.1% | +13.3% |
| 5Y | +355.1% | +167.3% | +187.7% | +112.7% |
| 10Y | +263.7% | +568.5% | -304.9% | -10.5% |
| All | +228.3% | +179.5% | +48.8% | +24.6% |
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