+70.3%
XLI vs COPX
+149.4%
-79.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -1.7% | -2.3% | +0.7% | -1.2% |
| 30D | -7.3% | +0.3% | -7.5% | -7.5% |
| 3M | -1.3% | +6.8% | -8.2% | -3.3% |
| 6M | +2.2% | +7.9% | -5.7% | -0.9% |
| YTD | +11.7% | +23.7% | -12.0% | +3.9% |
| 1Y | +14.3% | +71.5% | -57.3% | -2.4% |
| 3Y | +70.3% | +149.1% | -78.8% | +26.9% |
| All | +70.3% | +149.4% | -79.0% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling