+253.6%
VNQ vs COPX
+179.8%
+73.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | +1.0% |
| 7D | -2.6% | -2.9% | +0.3% | -2.0% |
| 30D | -2.3% | 0.0% | -2.4% | -2.6% |
| 3M | -2.8% | +14.8% | -17.6% | -7.3% |
| 6M | +2.5% | +7.0% | -4.5% | -1.5% |
| YTD | +8.4% | +23.8% | -15.4% | -1.1% |
| 1Y | +6.8% | +75.7% | -68.9% | -12.7% |
| 3Y | +29.9% | +156.4% | -126.5% | -7.8% |
| 5Y | +7.2% | +167.6% | -160.4% | -27.0% |
| 10Y | +62.5% | +569.1% | -506.6% | -24.4% |
| All | +253.6% | +179.8% | +73.9% | +104.4% |
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