+1,697.2%
V vs COPX
+186.2%
+1,511.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.8% |
| 7D | -1.7% | -4.0% | +2.3% | -0.6% |
| 30D | +2.0% | +4.5% | -2.6% | +0.5% |
| 3M | +17.4% | +0.8% | +16.5% | +15.7% |
| 6M | +17.5% | +3.2% | +14.3% | +13.6% |
| YTD | +7.6% | +26.7% | -19.1% | -3.3% |
| 1Y | +7.7% | +85.7% | -78.0% | -14.8% |
| 3Y | +54.7% | +151.2% | -96.5% | +6.6% |
| 5Y | +73.0% | +170.0% | -96.9% | +12.9% |
| 10Y | +390.9% | +572.9% | -182.1% | +116.1% |
| All | +1,697.2% | +186.2% | +1,511.0% | +920.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling