+346.3%
TGT vs COPX
+200.8%
+145.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.4% |
| 7D | -3.6% | +6.0% | -9.5% | -4.8% |
| 30D | +4.4% | +6.4% | -2.0% | +2.9% |
| 3M | +25.4% | +19.3% | +6.1% | +19.7% |
| 6M | +33.4% | +16.2% | +17.1% | +26.8% |
| YTD | +65.6% | +33.2% | +32.4% | +51.1% |
| 1Y | +80.3% | +90.2% | -9.9% | +50.5% |
| 3Y | +42.1% | +175.7% | -133.5% | +7.0% |
| 5Y | -25.0% | +193.1% | -218.1% | -45.2% |
| 10Y | +208.2% | +619.4% | -411.2% | +77.8% |
| All | +346.3% | +200.8% | +145.6% | +186.3% |
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