+1,802.9%
TER vs COPX
+584.4%
+1,218.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | +0.9% |
| 7D | +9.4% | -2.9% | +12.3% | +11.3% |
| 30D | -2.4% | 0.0% | -2.5% | -2.8% |
| 3M | +6.5% | +14.8% | -8.3% | -2.0% |
| 6M | +23.2% | +7.0% | +16.1% | +18.9% |
| YTD | +91.5% | +23.8% | +67.6% | +69.8% |
| 1Y | +214.8% | +75.7% | +139.1% | +127.9% |
| 3Y | +275.3% | +156.4% | +118.9% | +112.1% |
| 5Y | +211.9% | +167.6% | +44.3% | +66.8% |
| All | +1,802.9% | +584.4% | +1,218.5% | +507.0% |
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 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