+15.3%
XLE vs COPX
+17.4%
-2.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -1.0% |
| 7D | +2.2% | -4.0% | +6.2% | +1.6% |
| 30D | +11.8% | +4.5% | +7.2% | +12.5% |
| 3M | +9.8% | +0.8% | +9.0% | +10.2% |
| All | +15.3% | +17.4% | -2.1% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling