+225.7%
VIK vs COPX
+105.8%
+119.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.9% | -2.3% | +1.4% | -0.2% |
| 30D | -18.4% | +0.3% | -18.7% | -18.8% |
| 3M | -8.8% | +6.8% | -15.6% | -12.0% |
| 6M | +17.1% | +7.9% | +9.2% | +10.8% |
| YTD | +19.0% | +23.7% | -4.7% | +5.0% |
| 1Y | +30.1% | +71.5% | -41.4% | -1.2% |
| All | +225.7% | +105.8% | +119.9% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling