+91.7%
USB vs COPX
+384.5%
-292.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | 0.0% | -1.0% | +1.0% | +0.3% |
| 30D | +5.8% | -14.8% | +20.6% | +11.7% |
| 3M | -6.0% | -17.2% | +11.3% | -0.3% |
| 6M | +7.8% | -14.5% | +22.2% | +10.9% |
| YTD | +14.6% | -0.4% | +15.0% | +8.2% |
| 1Y | +31.8% | +21.9% | +9.9% | +14.2% |
| 3Y | +91.5% | +123.7% | -32.2% | +21.7% |
| 5Y | +22.0% | +121.8% | -99.8% | -25.0% |
| All | +91.7% | +384.5% | -292.8% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling