+52.0%
V vs COPX
+168.3%
-116.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.4% |
| 7D | -2.9% | +6.0% | -8.9% | -3.3% |
| 30D | +1.9% | +6.4% | -4.6% | +1.4% |
| 3M | +13.2% | +19.3% | -6.0% | +11.7% |
| 6M | +16.7% | +16.2% | +0.5% | +14.8% |
| YTD | +5.4% | +33.2% | -27.8% | +1.6% |
| 1Y | +7.7% | +90.2% | -82.6% | -1.1% |
| All | +52.0% | +168.3% | -116.3% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling