+14.4%
XYL vs COPX
+149.6%
-135.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | +0.4% |
| 7D | -1.2% | -2.9% | +1.7% | -0.7% |
| 30D | -13.2% | 0.0% | -13.2% | -13.3% |
| 3M | -0.2% | +14.8% | -15.0% | -3.4% |
| 6M | -12.5% | +7.0% | -19.5% | -14.8% |
| YTD | -20.9% | +23.8% | -44.7% | -26.4% |
| 1Y | -21.6% | +75.7% | -97.3% | -33.8% |
| All | +14.4% | +149.6% | -135.2% | -13.4% |
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 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