+239.1%
TPR vs COPX
+186.1%
+53.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.1% | -7.8% | -5.4% |
| 7D | -3.4% | +5.8% | -9.1% | -5.7% |
| 30D | -27.3% | +7.2% | -34.5% | -29.5% |
| 3M | -16.2% | +16.5% | -32.7% | -22.2% |
| 6M | -17.9% | +18.4% | -36.3% | -25.4% |
| YTD | -7.1% | +31.9% | -39.0% | -21.5% |
| 1Y | +13.6% | +88.5% | -74.9% | -19.9% |
| 3Y | +293.7% | +173.1% | +120.7% | +120.0% |
| 5Y | +239.1% | +193.1% | +46.0% | +75.4% |
| All | +239.1% | +186.1% | +53.0% | +75.4% |
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 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