+141.4%
XLC vs COPX
+349.7%
-208.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.1% | -4.6% | -1.6% |
| 7D | +0.6% | +5.8% | -5.2% | -1.1% |
| 30D | +0.2% | +7.2% | -7.0% | -2.0% |
| 3M | +0.6% | +16.5% | -15.8% | -4.6% |
| 6M | -4.5% | +18.4% | -23.0% | -11.1% |
| YTD | -4.7% | +31.9% | -36.6% | -15.4% |
| 1Y | -1.7% | +88.5% | -90.1% | -23.0% |
| 3Y | +72.3% | +173.1% | -100.8% | +14.5% |
| 5Y | +37.8% | +193.1% | -155.4% | -13.6% |
| All | +141.4% | +349.7% | -208.3% | +7.0% |
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