+389.1%
XLU vs COPX
+179.5%
+209.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -2.3% | +0.7% | -1.3% |
| 30D | -3.3% | +0.3% | -3.6% | -3.5% |
| 3M | -3.2% | +6.8% | -10.0% | -4.6% |
| 6M | -7.0% | +7.9% | -14.9% | -9.1% |
| YTD | +0.6% | +23.7% | -23.1% | -4.4% |
| 1Y | +2.4% | +71.5% | -69.1% | -8.1% |
| 3Y | +46.3% | +149.1% | -102.8% | +21.2% |
| 5Y | +44.0% | +167.3% | -123.4% | +15.7% |
| 10Y | +140.1% | +568.5% | -428.5% | +52.6% |
| All | +389.1% | +179.5% | +209.6% | +240.7% |
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