+165.0%
W vs COPX
+353.8%
-188.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | -2.0% |
| 7D | +6.5% | +5.8% | +0.7% | +2.7% |
| 30D | -6.2% | +7.2% | -13.4% | -10.5% |
| 3M | +48.9% | +16.5% | +32.4% | +34.0% |
| 6M | +31.2% | +18.4% | +12.7% | +15.6% |
| YTD | -0.4% | +31.9% | -32.4% | -19.7% |
| 1Y | +14.8% | +88.5% | -73.7% | -26.9% |
| 3Y | +40.5% | +173.1% | -132.6% | -28.3% |
| 5Y | -62.1% | +193.1% | -255.2% | -81.2% |
| 10Y | +141.5% | +591.7% | -450.1% | -30.7% |
| All | +165.0% | +353.8% | -188.8% | -17.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling