+29.3%
V vs COPX
+31.7%
-2.4%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.0% | -0.1% | +3.8% |
| 7D | +9.0% | -3.0% | +11.9% | +8.9% |
| 30D | +18.1% | -13.6% | +31.7% | +18.0% |
| 3M | +18.3% | -11.2% | +29.6% | +18.3% |
| 6M | +34.1% | -2.4% | +36.5% | +33.1% |
| YTD | +25.2% | +4.2% | +21.0% | +21.5% |
| 1Y | +29.3% | +32.2% | -2.9% | +20.5% |
| All | +29.3% | +31.7% | -2.4% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling