-52.7%
TEAM vs COPX
+167.3%
-220.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.0% | +8.0% | +3.0% |
| 7D | -7.8% | -2.9% | -4.9% | -7.2% |
| 30D | +16.5% | 0.0% | +16.5% | +16.0% |
| 3M | +96.2% | +14.8% | +81.4% | +85.9% |
| 6M | +130.2% | +7.0% | +123.1% | +118.9% |
| YTD | +10.7% | +23.8% | -13.1% | -4.3% |
| 1Y | +3.0% | +75.7% | -72.7% | -25.6% |
| 3Y | -13.1% | +156.4% | -169.5% | -50.8% |
| 5Y | -52.7% | +167.6% | -220.3% | -72.5% |
| All | -52.7% | +167.3% | -220.0% | -72.5% |
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