+87.5%
U vs COPX
+128.6%
-41.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +6.6% |
| 7D | +2.6% | -2.8% | +5.4% | +3.9% |
| 30D | +27.6% | -14.3% | +41.9% | +37.8% |
| 3M | +15.3% | -19.0% | +34.4% | +27.7% |
| 6M | +96.4% | -24.4% | +120.8% | +123.1% |
| YTD | +19.6% | -3.2% | +22.8% | +11.6% |
| 1Y | +42.1% | +15.2% | +27.0% | +16.0% |
| 3Y | +87.5% | +127.6% | -40.1% | -23.7% |
| All | +87.5% | +128.6% | -41.0% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling