+405.5%
XLP vs COPX
+130.1%
+275.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.3% | +0.6% |
| 7D | +2.3% | +1.6% | +0.7% | +2.1% |
| 30D | +9.1% | -15.0% | +24.1% | +11.5% |
| 3M | +7.9% | -18.6% | +26.5% | +10.6% |
| 6M | +9.6% | -14.9% | +24.6% | +10.9% |
| YTD | +19.4% | +1.8% | +17.6% | +16.5% |
| 1Y | +22.4% | +19.7% | +2.7% | +16.1% |
| 3Y | +43.2% | +140.9% | -97.7% | +18.2% |
| 5Y | +42.6% | +130.6% | -88.0% | +16.3% |
| 10Y | +135.4% | +326.5% | -191.0% | +60.2% |
| All | +405.5% | +130.1% | +275.4% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling