+196.7%
W vs COPX
+232.9%
-36.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +2.0% |
| 7D | +0.2% | -2.8% | +3.0% | +2.0% |
| 30D | +6.8% | -14.3% | +21.2% | +17.5% |
| 3M | +10.7% | -19.0% | +29.7% | +25.3% |
| 6M | +86.3% | -24.4% | +110.8% | +118.2% |
| YTD | +11.5% | -3.2% | +14.7% | +8.5% |
| 1Y | +5.1% | +15.2% | -10.1% | -8.9% |
| 3Y | +171.0% | +127.6% | +43.4% | +54.2% |
| 5Y | -56.6% | +106.0% | -162.6% | -73.3% |
| 10Y | +213.4% | +313.7% | -100.3% | +14.1% |
| All | +196.7% | +232.9% | -36.2% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling