+15.1%
TEAM vs COPX
+31.7%
-16.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | 0.0% |
| 7D | -13.7% | -3.0% | -10.8% | -14.1% |
| 30D | -3.4% | -13.6% | +10.2% | -5.7% |
| 3M | +72.1% | -11.2% | +83.4% | +69.1% |
| 6M | +103.8% | -2.4% | +106.2% | +106.8% |
| YTD | +17.1% | +4.2% | +12.9% | +11.6% |
| 1Y | +15.1% | +32.2% | -17.1% | +3.0% |
| All | +15.1% | +31.7% | -16.6% | +3.0% |
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 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