-35.7%
U vs COPX
+343.7%
-379.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +5.5% | -2.3% | +7.9% | +6.8% |
| 30D | -1.3% | +0.3% | -1.5% | -2.1% |
| 3M | +64.6% | +6.8% | +57.8% | +55.8% |
| 6M | +119.4% | +7.9% | +111.4% | +101.6% |
| YTD | -0.5% | +23.7% | -24.2% | -17.4% |
| 1Y | +1.3% | +71.5% | -70.2% | -32.8% |
| 3Y | +15.6% | +149.1% | -133.5% | -41.4% |
| 5Y | -67.5% | +167.3% | -234.8% | -83.9% |
| All | -35.7% | +343.7% | -379.4% | -69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling