-66.5%
U vs COPX
+163.4%
-229.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.6% |
| 7D | +5.5% | -2.3% | +7.9% | +6.9% |
| 30D | -1.3% | +0.3% | -1.5% | -2.2% |
| 3M | +64.6% | +6.8% | +57.8% | +54.6% |
| 6M | +119.4% | +7.9% | +111.4% | +98.8% |
| YTD | -0.5% | +23.7% | -24.2% | -20.2% |
| 1Y | +1.3% | +71.5% | -70.2% | -37.7% |
| 3Y | +15.6% | +149.1% | -133.5% | -49.4% |
| All | -66.5% | +163.4% | -229.9% | -85.5% |
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