-25.8%
TE vs COPX
+31.7%
-57.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.0% | -7.5% | -7.4% |
| 7D | +3.8% | -3.0% | +6.8% | +6.4% |
| 30D | -26.2% | -13.6% | -12.6% | -14.9% |
| 3M | -49.7% | -11.2% | -38.5% | -43.4% |
| 6M | -46.5% | -2.4% | -44.1% | -41.5% |
| YTD | -59.1% | +4.2% | -63.3% | -61.8% |
| 1Y | -25.8% | +32.2% | -58.0% | -54.3% |
| All | -25.8% | +31.7% | -57.5% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling