-37.8%
U vs COPX
+377.5%
-415.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.1% |
| 7D | +4.4% | +6.0% | -1.6% | +0.8% |
| 30D | -1.3% | +6.4% | -7.7% | -5.4% |
| 3M | +49.6% | +19.3% | +30.3% | +32.4% |
| 6M | +100.2% | +16.2% | +84.0% | +76.3% |
| YTD | -3.7% | +33.2% | -36.8% | -23.4% |
| 1Y | -6.5% | +90.2% | -96.7% | -41.8% |
| 3Y | +12.9% | +175.7% | -162.8% | -46.0% |
| 5Y | -68.3% | +193.1% | -261.4% | -85.0% |
| All | -37.8% | +377.5% | -415.2% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling