+96.4%
U vs COPX
-23.3%
+119.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +5.9% |
| 7D | +2.6% | -2.8% | +5.4% | +3.2% |
| 30D | +27.6% | -14.3% | +41.9% | +33.2% |
| 3M | +15.3% | -19.0% | +34.4% | +22.3% |
| 6M | +96.4% | -24.4% | +120.8% | +111.4% |
| All | +96.4% | -23.3% | +119.7% | +111.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling