+1.3%
U vs COPX
+73.7%
-72.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | +5.5% | -2.3% | +7.9% | +6.4% |
| 30D | -1.3% | +0.3% | -1.5% | -1.8% |
| 3M | +64.6% | +6.8% | +57.8% | +58.5% |
| 6M | +119.4% | +7.9% | +111.4% | +106.8% |
| YTD | -0.5% | +23.7% | -24.2% | -13.1% |
| 1Y | +1.3% | +71.5% | -70.2% | -24.6% |
| All | +1.3% | +73.7% | -72.4% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling