+139.5%
XLP vs COPX
+307.7%
-168.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.7% |
| 7D | +2.5% | -2.8% | +5.4% | +2.9% |
| 30D | +7.3% | -14.3% | +21.6% | +9.3% |
| 3M | +8.1% | -19.0% | +27.1% | +10.6% |
| 6M | +10.5% | -24.4% | +34.9% | +13.5% |
| YTD | +21.2% | -3.2% | +24.4% | +18.9% |
| 1Y | +22.7% | +15.2% | +7.6% | +17.1% |
| 3Y | +44.8% | +127.6% | -82.8% | +20.2% |
| 5Y | +44.7% | +106.0% | -61.3% | +19.9% |
| All | +139.5% | +307.7% | -168.2% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling