+163.6%
W vs COPX
+335.9%
-172.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.2% | +2.9% |
| 7D | -4.2% | -4.0% | -0.2% | -1.6% |
| 30D | -7.6% | +4.5% | -12.1% | -10.3% |
| 3M | +37.2% | +0.8% | +36.3% | +35.0% |
| 6M | +26.3% | +3.2% | +23.1% | +21.3% |
| YTD | -1.0% | +26.7% | -27.7% | -18.0% |
| 1Y | +20.1% | +85.7% | -65.6% | -22.8% |
| 3Y | +37.8% | +151.2% | -113.4% | -26.0% |
| 5Y | -63.7% | +170.0% | -233.6% | -81.1% |
| 10Y | +156.3% | +572.9% | -416.6% | -24.7% |
| All | +163.6% | +335.9% | -172.3% | -15.5% |
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 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