-51.4%
VG vs COPX
+84.0%
-135.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | -22.0% | -1.0% | -21.1% | -22.0% |
| 30D | -11.6% | -14.8% | +3.1% | -10.8% |
| 3M | -14.9% | -17.2% | +2.4% | -14.0% |
| 6M | -3.5% | -14.5% | +10.9% | -3.3% |
| YTD | +70.0% | -0.4% | +70.4% | +45.1% |
| 1Y | +50.0% | +21.9% | +28.1% | +9.0% |
| All | -51.4% | +84.0% | -135.3% | -75.7% |
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 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