+83.6%
USB vs COPX
+322.8%
-239.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.4% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | +5.7% | -14.0% | +19.7% | +11.2% |
| 3M | -4.7% | -17.1% | +12.4% | +1.0% |
| 6M | +13.4% | -15.9% | +29.3% | +17.6% |
| YTD | +17.0% | +2.6% | +14.4% | +9.2% |
| 1Y | +32.4% | +21.6% | +10.8% | +14.9% |
| 3Y | +101.7% | +142.7% | -41.0% | +23.8% |
| 5Y | +24.4% | +122.2% | -97.8% | -23.4% |
| 10Y | +83.6% | +338.8% | -255.2% | -28.8% |
| All | +83.6% | +322.8% | -239.2% | -28.8% |
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