+50.3%
XLE vs COPX
+76.0%
-25.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | -0.8% |
| 7D | +0.5% | -2.9% | +3.4% | +0.4% |
| 30D | +6.6% | 0.0% | +6.5% | +6.6% |
| 3M | +12.3% | +14.8% | -2.5% | +12.8% |
| 6M | +18.4% | +7.0% | +11.3% | +19.7% |
| YTD | +47.2% | +23.8% | +23.4% | +44.0% |
| 1Y | +50.3% | +75.7% | -25.4% | +50.9% |
| All | +50.3% | +76.0% | -25.8% | +50.9% |
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 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