+43.4%
XLK vs COPX
+84.7%
-41.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.4% | +0.9% |
| 7D | +0.9% | -4.0% | +4.8% | +2.3% |
| 30D | +0.7% | +4.5% | -3.8% | -1.0% |
| 3M | -2.9% | +0.8% | -3.8% | -4.1% |
| 6M | +34.3% | +3.2% | +31.1% | +30.1% |
| YTD | +30.4% | +26.7% | +3.7% | +17.1% |
| 1Y | +43.4% | +85.7% | -42.3% | +20.0% |
| All | +43.4% | +84.7% | -41.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling