+225.0%
XLE vs COPX
+190.5%
+34.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | 0.0% |
| 7D | 0.0% | +5.8% | -5.8% | -1.5% |
| 30D | +12.6% | +7.2% | +5.4% | +10.4% |
| 3M | +11.8% | +16.5% | -4.7% | +6.3% |
| 6M | +16.1% | +18.4% | -2.4% | +7.6% |
| YTD | +46.9% | +31.9% | +15.0% | +28.8% |
| 1Y | +53.3% | +88.5% | -35.2% | +16.0% |
| 3Y | +54.9% | +173.1% | -118.2% | -4.5% |
| All | +225.0% | +190.5% | +34.5% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling