+177.8%
XLE vs COPX
+583.8%
-406.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +1.7% | -2.3% | +4.0% | +2.5% |
| 30D | +6.7% | +0.3% | +6.5% | +6.1% |
| 3M | +14.9% | +6.8% | +8.0% | +9.8% |
| 6M | +15.9% | +7.9% | +7.9% | +6.7% |
| YTD | +47.7% | +23.7% | +24.0% | +24.6% |
| 1Y | +50.7% | +71.5% | -20.8% | +6.5% |
| 3Y | +57.9% | +149.1% | -91.2% | -13.7% |
| 5Y | +227.0% | +167.3% | +59.7% | +63.8% |
| All | +177.8% | +583.8% | -406.0% | -26.8% |
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