+529.8%
XHB vs COPX
+200.8%
+329.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.9% |
| 7D | -1.9% | +6.0% | -7.9% | -4.2% |
| 30D | -8.3% | +6.4% | -14.8% | -10.8% |
| 3M | -7.1% | +19.3% | -26.4% | -14.3% |
| 6M | -5.3% | +16.2% | -21.5% | -12.7% |
| YTD | -3.2% | +33.2% | -36.3% | -16.7% |
| 1Y | -13.9% | +90.2% | -104.1% | -36.6% |
| 3Y | +24.9% | +175.7% | -150.8% | -23.8% |
| 5Y | +34.5% | +193.1% | -158.6% | -23.0% |
| 10Y | +215.5% | +619.4% | -404.0% | +11.5% |
| All | +529.8% | +200.8% | +329.0% | +206.2% |
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