+248.8%
XLF vs COPX
+583.8%
-335.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.5% | -2.3% | +0.9% | -0.8% |
| 30D | -1.2% | +0.3% | -1.4% | -1.6% |
| 3M | +9.2% | +6.8% | +2.4% | +5.7% |
| 6M | +16.3% | +7.9% | +8.4% | +10.3% |
| YTD | +5.4% | +23.7% | -18.3% | -6.5% |
| 1Y | +7.6% | +71.5% | -63.9% | -16.4% |
| 3Y | +74.2% | +149.1% | -74.9% | +11.1% |
| 5Y | +66.1% | +167.3% | -101.2% | -1.7% |
| All | +248.8% | +583.8% | -335.0% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling