+512.7%
XEL vs COPX
+200.8%
+311.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.9% | +6.0% | -5.1% | +0.2% |
| 30D | -0.9% | +6.4% | -7.3% | -1.7% |
| 3M | -1.4% | +19.3% | -20.7% | -3.8% |
| 6M | -5.8% | +16.2% | -22.0% | -8.2% |
| YTD | +4.7% | +33.2% | -28.5% | -0.1% |
| 1Y | +9.1% | +90.2% | -81.2% | -0.7% |
| 3Y | +47.8% | +175.7% | -127.8% | +26.4% |
| 5Y | +29.0% | +193.1% | -164.1% | +7.7% |
| 10Y | +154.0% | +619.4% | -465.4% | +73.6% |
| All | +512.7% | +200.8% | +311.9% | +362.1% |
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 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