+484.0%
V vs COPX
+307.7%
+176.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.0% |
| 7D | +0.9% | -2.8% | +3.8% | +1.6% |
| 30D | +9.0% | -14.3% | +23.3% | +13.3% |
| 3M | +16.7% | -19.0% | +35.8% | +22.7% |
| 6M | +33.4% | -24.4% | +57.8% | +41.2% |
| YTD | +22.4% | -3.2% | +25.6% | +17.4% |
| 1Y | +27.7% | +15.2% | +12.5% | +15.5% |
| 3Y | +78.0% | +127.6% | -49.7% | +20.3% |
| 5Y | +108.5% | +106.0% | +2.5% | +41.2% |
| All | +484.0% | +307.7% | +176.3% | +151.7% |
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