+225.9%
VIK vs COPX
+121.5%
+104.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.4% | -3.8% |
| 7D | -0.8% | +6.0% | -6.8% | -3.0% |
| 30D | -18.0% | +6.4% | -24.5% | -20.1% |
| 3M | -5.8% | +19.3% | -25.1% | -12.9% |
| 6M | +17.2% | +16.2% | +0.9% | +7.9% |
| YTD | +19.1% | +33.2% | -14.0% | +2.4% |
| 1Y | +33.6% | +90.2% | -56.6% | -2.5% |
| All | +225.9% | +121.5% | +104.4% | +101.6% |
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