+210.1%
W vs COPX
+307.7%
-97.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +2.2% |
| 7D | +0.2% | -2.8% | +3.0% | +2.2% |
| 30D | +6.8% | -14.3% | +21.2% | +19.2% |
| 3M | +10.7% | -19.0% | +29.7% | +27.5% |
| 6M | +86.3% | -24.4% | +110.8% | +122.9% |
| YTD | +11.5% | -3.2% | +14.7% | +6.7% |
| 1Y | +5.1% | +15.2% | -10.1% | -12.5% |
| 3Y | +171.0% | +127.6% | +43.4% | +34.0% |
| 5Y | -56.6% | +106.0% | -162.6% | -76.7% |
| All | +210.1% | +307.7% | -97.6% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling