+3,098.8%
TER vs COPX
+186.2%
+2,912.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.9% |
| 7D | +0.6% | -4.0% | +4.6% | +3.0% |
| 30D | -8.3% | +4.5% | -12.8% | -11.0% |
| 3M | -12.2% | +0.8% | -13.0% | -12.0% |
| 6M | +17.1% | +3.2% | +13.9% | +16.0% |
| YTD | +84.7% | +26.7% | +58.0% | +63.5% |
| 1Y | +199.9% | +85.7% | +114.2% | +115.4% |
| 3Y | +232.8% | +151.2% | +81.6% | +97.9% |
| 5Y | +198.6% | +170.0% | +28.6% | +66.2% |
| 10Y | +1,669.7% | +572.9% | +1,096.8% | +461.0% |
| All | +3,098.8% | +186.2% | +2,912.5% | +1,477.3% |
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