+35.3%
W vs COPX
+168.3%
-133.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.5% |
| 7D | +5.9% | +6.0% | -0.1% | +1.4% |
| 30D | -3.0% | +6.4% | -9.5% | -7.6% |
| 3M | +40.3% | +19.3% | +21.1% | +22.0% |
| 6M | +32.2% | +16.2% | +16.0% | +15.0% |
| YTD | -0.3% | +33.2% | -33.4% | -25.5% |
| 1Y | +16.2% | +90.2% | -74.1% | -38.0% |
| All | +35.3% | +168.3% | -133.1% | -54.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling