-11.1%
VRSK vs COPX
+163.4%
-174.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -5.2% | -2.3% | -2.8% | -5.1% |
| 30D | -2.3% | +0.3% | -2.6% | -2.3% |
| 3M | -2.9% | +6.8% | -9.7% | -3.0% |
| 6M | -12.8% | +7.9% | -20.7% | -13.2% |
| YTD | -20.8% | +23.7% | -44.6% | -22.4% |
| 1Y | -33.2% | +71.5% | -104.8% | -36.9% |
| 3Y | -26.6% | +149.1% | -175.7% | -35.6% |
| All | -11.1% | +163.4% | -174.5% | -24.1% |
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