+148.7%
XLK vs COPX
+163.4%
-14.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.2% | -2.3% | +2.6% | +0.9% |
| 30D | -0.6% | +0.3% | -0.9% | -1.0% |
| 3M | +2.6% | +6.8% | -4.3% | -0.4% |
| 6M | +34.0% | +7.9% | +26.0% | +28.6% |
| YTD | +30.7% | +23.7% | +6.9% | +18.0% |
| 1Y | +39.2% | +71.5% | -32.3% | +11.1% |
| 3Y | +120.4% | +149.1% | -28.7% | +48.0% |
| All | +148.7% | +163.4% | -14.6% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling