+57.8%
T vs COPX
+107.3%
-49.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | +2.5% | -2.8% | +5.4% | +2.6% |
| 30D | -3.8% | -14.3% | +10.6% | -3.4% |
| 3M | -8.7% | -19.0% | +10.3% | -8.3% |
| 6M | -8.1% | -24.4% | +16.3% | -7.4% |
| YTD | -6.4% | -3.2% | -3.2% | -7.9% |
| 1Y | -9.8% | +15.2% | -24.9% | -12.5% |
| 3Y | +65.5% | +127.6% | -62.1% | +43.7% |
| All | +57.8% | +107.3% | -49.5% | +34.8% |
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