+40.1%
VG vs COPX
+24.1%
+16.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.6% | -3.3% | +3.9% |
| 7D | -8.3% | +3.3% | -11.6% | -7.4% |
| 30D | -10.3% | -12.2% | +1.9% | -13.4% |
| 3M | -10.8% | -14.5% | +3.7% | -14.2% |
| 6M | +3.5% | -12.2% | +15.6% | +2.5% |
| YTD | +74.0% | +5.2% | +68.8% | +60.1% |
| All | +40.1% | +24.1% | +16.1% | +8.3% |
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 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