+199.8%
TER vs COPX
+84.7%
+115.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.1% | +6.0% |
| 7D | +0.6% | -4.0% | +4.6% | +4.3% |
| 30D | -8.3% | +4.5% | -12.9% | -12.6% |
| 3M | -12.2% | +0.8% | -13.1% | -13.5% |
| 6M | +17.0% | +3.2% | +13.8% | +11.5% |
| YTD | +84.6% | +26.7% | +57.9% | +47.3% |
| 1Y | +199.8% | +85.7% | +114.1% | +116.2% |
| All | +199.8% | +84.7% | +115.1% | +116.2% |
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