+20.1%
W vs COPX
+84.7%
-64.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +2.9% |
| 7D | -4.2% | -4.0% | -0.2% | -2.0% |
| 30D | -7.6% | +4.5% | -12.1% | -9.8% |
| 3M | +37.2% | +0.8% | +36.3% | +35.2% |
| 6M | +26.3% | +3.2% | +23.1% | +19.7% |
| YTD | -1.0% | +26.7% | -27.7% | -16.0% |
| 1Y | +20.1% | +85.7% | -65.6% | -21.7% |
| All | +20.1% | +84.7% | -64.6% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling