+265.4%
XLE vs COPX
+124.2%
+141.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.9% |
| 7D | +4.4% | +1.1% | +3.3% | +3.7% |
| 30D | -4.3% | -15.9% | +11.6% | +2.4% |
| 3M | +6.0% | -19.6% | +25.6% | +14.7% |
| 6M | +13.2% | -21.5% | +34.7% | +20.9% |
| YTD | +46.7% | -0.8% | +47.5% | +34.8% |
| 1Y | +46.6% | +15.2% | +31.5% | +24.8% |
| 3Y | +69.6% | +134.7% | -65.2% | -4.8% |
| 5Y | +166.5% | +111.3% | +55.2% | +52.4% |
| 10Y | +178.0% | +324.3% | -146.3% | +2.0% |
| All | +265.4% | +124.2% | +141.2% | +65.1% |
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