+582.6%
XLV vs COPX
+179.5%
+403.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | -2.3% | -1.2% | -3.2% |
| 30D | -1.8% | +0.3% | -2.1% | -2.1% |
| 3M | +7.8% | +6.8% | +1.0% | +5.6% |
| 6M | +9.1% | +7.9% | +1.2% | +5.7% |
| YTD | +7.7% | +23.7% | -16.0% | +0.5% |
| 1Y | +20.4% | +71.5% | -51.1% | +4.0% |
| 3Y | +30.8% | +149.1% | -118.3% | +1.1% |
| 5Y | +34.6% | +167.3% | -132.7% | -0.4% |
| 10Y | +173.4% | +568.5% | -395.2% | +49.4% |
| All | +582.6% | +179.5% | +403.1% | +333.3% |
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