-73.3%
U vs COPX
+107.3%
-180.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +6.9% |
| 7D | +2.6% | -2.8% | +5.4% | +4.1% |
| 30D | +27.6% | -14.3% | +41.9% | +39.5% |
| 3M | +15.3% | -19.0% | +34.4% | +29.8% |
| 6M | +96.4% | -24.4% | +120.8% | +126.8% |
| YTD | +19.6% | -3.2% | +22.8% | +10.8% |
| 1Y | +42.1% | +15.2% | +27.0% | +14.3% |
| 3Y | +87.5% | +127.6% | -40.1% | -17.8% |
| All | -73.3% | +107.3% | -180.6% | -87.0% |
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