+617.0%
XLI vs COPX
+200.8%
+416.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.8% |
| 7D | -0.6% | +6.0% | -6.5% | -2.6% |
| 30D | -6.9% | +6.4% | -13.4% | -9.2% |
| 3M | -1.9% | +19.3% | -21.2% | -8.6% |
| 6M | +1.0% | +16.2% | -15.2% | -6.1% |
| YTD | +11.3% | +33.2% | -21.8% | -2.6% |
| 1Y | +15.8% | +90.2% | -74.4% | -11.7% |
| 3Y | +69.8% | +175.7% | -105.9% | +8.7% |
| 5Y | +80.9% | +193.1% | -112.2% | +8.9% |
| 10Y | +257.2% | +619.4% | -362.2% | +39.0% |
| All | +617.0% | +200.8% | +416.2% | +262.5% |
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