-61.8%
W vs COPX
+187.4%
-249.2%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.6% |
| 7D | +5.9% | +6.0% | -0.1% | +1.2% |
| 30D | -3.0% | +6.4% | -9.5% | -7.9% |
| 3M | +40.3% | +19.3% | +21.1% | +20.9% |
| 6M | +32.2% | +16.2% | +16.0% | +14.0% |
| YTD | -0.3% | +33.2% | -33.4% | -25.8% |
| 1Y | +16.2% | +90.2% | -74.1% | -37.6% |
| 3Y | +40.7% | +175.7% | -134.9% | -46.3% |
| All | -61.8% | +187.4% | -249.2% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling