+32.0%
XLP vs COPX
+186.1%
-154.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -0.9% |
| 7D | -1.4% | +5.8% | -7.2% | -1.8% |
| 30D | -1.3% | +7.2% | -8.5% | -1.8% |
| 3M | +1.8% | +16.5% | -14.7% | +0.5% |
| 6M | -0.8% | +18.4% | -19.3% | -2.7% |
| YTD | +9.5% | +31.9% | -22.4% | +6.0% |
| 1Y | +7.2% | +88.5% | -81.3% | -0.2% |
| 3Y | +27.1% | +173.1% | -146.0% | +11.3% |
| 5Y | +32.0% | +193.1% | -161.1% | +14.1% |
| All | +32.0% | +186.1% | -154.0% | +14.1% |
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