+458.8%
XLF vs COPX
+179.8%
+279.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | +2.1% |
| 7D | -2.9% | -2.9% | 0.0% | -2.0% |
| 30D | -1.6% | 0.0% | -1.6% | -2.0% |
| 3M | +9.3% | +14.8% | -5.5% | +2.7% |
| 6M | +14.6% | +7.0% | +7.5% | +8.7% |
| YTD | +4.7% | +23.8% | -19.1% | -7.4% |
| 1Y | +8.6% | +75.7% | -67.1% | -16.6% |
| 3Y | +73.9% | +156.4% | -82.5% | +9.9% |
| 5Y | +65.0% | +167.6% | -102.5% | -1.4% |
| 10Y | +250.4% | +569.1% | -318.7% | +31.0% |
| All | +458.8% | +179.8% | +279.0% | +175.6% |
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