+740.1%
TEAM vs COPX
+877.7%
-137.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.1% | -11.0% | -8.1% |
| 7D | -5.7% | +5.8% | -11.4% | -7.2% |
| 30D | +18.3% | +7.2% | +11.1% | +15.8% |
| 3M | +80.2% | +16.5% | +63.7% | +71.1% |
| 6M | +111.0% | +18.4% | +92.5% | +95.7% |
| YTD | +8.8% | +31.9% | -23.1% | -4.6% |
| 1Y | +2.2% | +88.5% | -86.3% | -21.5% |
| 3Y | -14.6% | +173.1% | -187.7% | -43.5% |
| 5Y | -53.8% | +193.1% | -246.9% | -70.2% |
| 10Y | +475.2% | +591.7% | -116.5% | +174.3% |
| All | +740.1% | +877.7% | -137.6% | +244.9% |
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