+159.3%
XME vs COPX
+198.0%
-38.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | -1.9% |
| 7D | +3.6% | +5.8% | -2.1% | -0.6% |
| 30D | +3.6% | +7.2% | -3.6% | -1.6% |
| 3M | +1.2% | +16.5% | -15.3% | -10.1% |
| 6M | +9.0% | +18.4% | -9.4% | -5.6% |
| YTD | +15.9% | +31.9% | -16.0% | -8.3% |
| 1Y | +43.2% | +88.5% | -45.3% | -13.2% |
| 3Y | +137.4% | +173.1% | -35.7% | +4.5% |
| 5Y | +185.0% | +193.1% | -8.1% | +17.1% |
| 10Y | +409.5% | +591.7% | -182.2% | +3.1% |
| All | +159.3% | +198.0% | -38.7% | -7.6% |
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