+269.0%
XLE vs COPX
+118.6%
+150.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +2.1% |
| 7D | +5.4% | -2.8% | +8.3% | +6.5% |
| 30D | -3.9% | -14.3% | +10.4% | +2.0% |
| 3M | +7.0% | -19.0% | +26.1% | +15.4% |
| 6M | +14.2% | -24.4% | +38.6% | +23.9% |
| YTD | +48.2% | -3.2% | +51.4% | +37.6% |
| 1Y | +47.7% | +15.2% | +32.5% | +25.5% |
| 3Y | +70.0% | +127.6% | -57.6% | -3.2% |
| 5Y | +169.1% | +106.0% | +63.1% | +55.5% |
| 10Y | +180.7% | +313.7% | -133.0% | +4.1% |
| All | +269.0% | +118.6% | +150.4% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling