+102.9%
XLP vs COPX
+592.9%
-490.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.2% |
| 7D | -1.4% | +5.8% | -7.2% | -2.2% |
| 30D | -1.3% | +7.2% | -8.5% | -2.3% |
| 3M | +1.8% | +16.5% | -14.7% | -0.6% |
| 6M | -0.8% | +18.4% | -19.3% | -4.1% |
| YTD | +9.5% | +31.9% | -22.4% | +3.6% |
| 1Y | +7.2% | +88.5% | -81.3% | -4.5% |
| 3Y | +27.1% | +173.1% | -146.0% | +4.2% |
| 5Y | +32.0% | +193.1% | -161.1% | +4.5% |
| 10Y | +102.9% | +591.7% | -488.8% | +20.0% |
| All | +102.9% | +592.9% | -490.0% | +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 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