+7.2%
XLP vs COPX
+88.4%
-81.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.6% |
| 7D | -1.4% | +5.8% | -7.2% | -1.3% |
| 30D | -1.3% | +7.2% | -8.5% | -1.2% |
| 3M | +1.8% | +16.5% | -14.7% | +2.3% |
| 6M | -0.8% | +18.4% | -19.3% | -1.0% |
| YTD | +9.5% | +31.9% | -22.4% | +10.1% |
| 1Y | +7.2% | +88.5% | -81.3% | +7.6% |
| All | +7.2% | +88.4% | -81.2% | +7.6% |
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