+301.2%
T vs COPX
+186.2%
+115.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -1.3% | -4.0% | +2.7% | -0.6% |
| 30D | +11.4% | +4.5% | +6.8% | +10.4% |
| 3M | +14.3% | +0.8% | +13.5% | +13.4% |
| 6M | -9.3% | +3.2% | -12.4% | -10.9% |
| YTD | +7.1% | +26.7% | -19.6% | +0.7% |
| 1Y | -9.1% | +85.7% | -94.8% | -20.7% |
| 3Y | +105.3% | +151.2% | -45.8% | +64.6% |
| 5Y | +66.8% | +170.0% | -103.2% | +28.6% |
| 10Y | +66.8% | +572.9% | -506.1% | -0.4% |
| All | +301.2% | +186.2% | +115.0% | +164.0% |
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