+70.0%
XLE vs COPX
+128.6%
-58.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +5.4% | -2.8% | +8.3% | +5.7% |
| 30D | -3.9% | -14.3% | +10.4% | -2.3% |
| 3M | +7.0% | -19.0% | +26.1% | +9.3% |
| 6M | +14.2% | -24.4% | +38.6% | +17.6% |
| YTD | +48.2% | -3.2% | +51.4% | +41.6% |
| 1Y | +47.7% | +15.2% | +32.5% | +34.2% |
| 3Y | +70.0% | +127.6% | -57.6% | +19.0% |
| All | +70.0% | +128.6% | -58.5% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling