+155.2%
W vs COPX
+583.8%
-428.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.9% | -2.3% | +1.5% | +0.6% |
| 30D | -4.2% | +0.3% | -4.5% | -4.9% |
| 3M | +26.9% | +6.8% | +20.1% | +19.0% |
| 6M | +31.2% | +7.9% | +23.3% | +20.6% |
| YTD | -1.8% | +23.7% | -25.6% | -20.7% |
| 1Y | +9.3% | +71.5% | -62.2% | -31.9% |
| 3Y | +33.2% | +149.1% | -115.9% | -37.3% |
| 5Y | -62.4% | +167.3% | -229.7% | -83.1% |
| All | +155.2% | +583.8% | -428.6% | -52.5% |
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