+126.6%
XME vs COPX
+149.6%
-23.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.0% | +3.3% | +0.6% |
| 7D | -3.0% | -2.9% | -0.2% | -1.4% |
| 30D | -2.6% | 0.0% | -2.6% | -2.8% |
| 3M | +2.2% | +14.8% | -12.6% | -6.8% |
| 6M | +0.7% | +7.0% | -6.3% | -4.7% |
| YTD | +10.9% | +23.8% | -12.9% | -5.0% |
| 1Y | +35.7% | +75.7% | -40.0% | -6.4% |
| All | +126.6% | +149.6% | -23.0% | +21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling