-100.0%
VIVK vs COPX
+200.8%
-300.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.3% | -6.4% |
| 7D | -7.9% | +6.0% | -13.9% | -8.0% |
| 30D | -42.0% | +6.4% | -48.4% | -42.0% |
| 3M | -92.5% | +19.3% | -111.8% | -92.5% |
| 6M | -98.0% | +16.2% | -114.2% | -98.0% |
| YTD | -97.9% | +33.2% | -131.1% | -97.9% |
| 1Y | -100.0% | +90.2% | -190.2% | -100.0% |
| 3Y | -100.0% | +175.7% | -275.6% | -100.0% |
| 5Y | -100.0% | +193.1% | -293.1% | -100.0% |
| 10Y | -100.0% | +619.4% | -719.4% | -100.0% |
| All | -100.0% | +200.8% | -300.8% | -100.0% |
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