+995.4%
TER vs COPX
+307.7%
+687.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -3.7% |
| 7D | +14.4% | -2.8% | +17.2% | +16.8% |
| 30D | -30.6% | -14.3% | -16.2% | -22.6% |
| 3M | -39.2% | -19.0% | -20.1% | -29.6% |
| 6M | -31.3% | -24.4% | -6.9% | -16.2% |
| YTD | +29.1% | -3.2% | +32.3% | +35.8% |
| 1Y | +47.4% | +15.2% | +32.3% | +39.9% |
| 3Y | +191.2% | +127.6% | +63.6% | +80.6% |
| 5Y | +74.0% | +106.0% | -32.0% | +11.1% |
| All | +995.4% | +307.7% | +687.7% | +327.1% |
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