+2,263.0%
TER vs COPX
+124.2%
+2,138.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +1.2% |
| 7D | +24.0% | +1.1% | +22.9% | +23.4% |
| 30D | -30.6% | -15.9% | -14.8% | -22.6% |
| 3M | -34.5% | -19.6% | -14.9% | -24.9% |
| 6M | -26.4% | -21.5% | -4.9% | -13.6% |
| YTD | +36.4% | -0.8% | +37.2% | +40.9% |
| 1Y | +47.4% | +15.2% | +32.2% | +40.4% |
| 3Y | +202.6% | +134.7% | +67.8% | +91.3% |
| 5Y | +83.9% | +111.3% | -27.4% | +20.1% |
| 10Y | +1,068.0% | +324.3% | +743.6% | +384.0% |
| All | +2,263.0% | +124.2% | +2,138.8% | +1,259.4% |
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