+690.1%
XLY vs COPX
+179.5%
+510.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -1.7% | -2.3% | +0.7% | -1.1% |
| 30D | -4.2% | +0.3% | -4.4% | -4.6% |
| 3M | -2.7% | +6.8% | -9.5% | -5.6% |
| 6M | -0.6% | +7.9% | -8.6% | -5.0% |
| YTD | -5.0% | +23.7% | -28.8% | -14.3% |
| 1Y | -4.1% | +71.5% | -75.6% | -22.9% |
| 3Y | +33.6% | +149.1% | -115.5% | -8.0% |
| 5Y | +28.7% | +167.3% | -138.6% | -15.6% |
| 10Y | +219.6% | +568.5% | -348.9% | +43.9% |
| All | +690.1% | +179.5% | +510.6% | +337.2% |
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