-31.5%
XYL vs COPX
+31.7%
-63.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.0% | +1.0% | +4.6% |
| 7D | +14.5% | -3.0% | +17.5% | +14.8% |
| 30D | -1.3% | -13.6% | +12.3% | +0.4% |
| 3M | -17.0% | -11.2% | -5.7% | -15.9% |
| 6M | -11.3% | -2.4% | -8.9% | -11.9% |
| YTD | -25.0% | +4.2% | -29.2% | -28.5% |
| 1Y | -31.5% | +32.2% | -63.7% | -39.4% |
| All | -31.5% | +31.7% | -63.3% | -39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling