+143.7%
XLC vs COPX
+321.8%
-178.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.5% | -2.3% | +2.9% | +1.0% |
| 30D | +2.1% | +0.3% | +1.9% | +1.7% |
| 3M | +0.7% | +6.8% | -6.1% | -2.2% |
| 6M | -3.2% | +7.9% | -11.2% | -7.4% |
| YTD | -3.8% | +23.7% | -27.5% | -13.1% |
| 1Y | -2.0% | +71.5% | -73.6% | -21.1% |
| 3Y | +71.4% | +149.1% | -77.7% | +17.1% |
| 5Y | +40.7% | +167.3% | -126.6% | -9.3% |
| All | +143.7% | +321.8% | -178.1% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling