-25.1%
TGT vs COPX
+163.4%
-188.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -5.2% | -2.3% | -2.9% | -4.8% |
| 30D | +1.2% | +0.3% | +0.9% | +0.9% |
| 3M | +18.4% | +6.8% | +11.6% | +15.7% |
| 6M | +33.4% | +7.9% | +25.5% | +28.4% |
| YTD | +63.8% | +23.7% | +40.1% | +48.8% |
| 1Y | +77.2% | +71.5% | +5.6% | +44.2% |
| 3Y | +41.8% | +149.1% | -107.3% | -0.7% |
| All | -25.1% | +163.4% | -188.5% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling