+49.9%
XLE vs COPX
+31.7%
+18.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.0% | -8.7% | -4.5% |
| 7D | -7.2% | -3.0% | -4.2% | -7.3% |
| 30D | +0.1% | -13.6% | +13.7% | -0.5% |
| 3M | +9.2% | -11.2% | +20.4% | +8.7% |
| 6M | +8.4% | -2.4% | +10.8% | +8.5% |
| YTD | +44.9% | +4.2% | +40.7% | +39.7% |
| 1Y | +49.9% | +32.2% | +17.7% | +38.1% |
| All | +49.9% | +31.7% | +18.1% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling