+494.4%
TEAM vs COPX
+583.8%
-89.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.2% | -2.3% | -2.9% | -4.8% |
| 30D | +15.8% | +0.3% | +15.5% | +15.2% |
| 3M | +101.5% | +6.8% | +94.6% | +95.8% |
| 6M | +138.2% | +7.9% | +130.2% | +126.5% |
| YTD | +10.8% | +23.7% | -12.9% | -1.6% |
| 1Y | +1.7% | +71.5% | -69.8% | -20.4% |
| 3Y | -16.0% | +149.1% | -165.1% | -44.0% |
| 5Y | -52.7% | +167.3% | -220.0% | -69.3% |
| All | +494.4% | +583.8% | -89.4% | +171.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling