+374.9%
V vs COPX
+584.4%
-209.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +6.9% | +1.9% |
| 7D | -3.0% | -2.9% | -0.2% | -2.4% |
| 30D | +1.2% | 0.0% | +1.2% | +0.9% |
| 3M | +13.9% | +14.8% | -0.9% | +8.4% |
| 6M | +17.2% | +7.0% | +10.2% | +12.1% |
| YTD | +5.3% | +23.8% | -18.5% | -5.0% |
| 1Y | +9.5% | +75.7% | -66.2% | -12.6% |
| 3Y | +51.9% | +156.4% | -104.5% | +1.5% |
| 5Y | +69.6% | +167.6% | -98.0% | +7.5% |
| All | +374.9% | +584.4% | -209.5% | +87.1% |
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