-14.2%
XYL vs COPX
+163.4%
-177.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.2% | -2.3% | +3.6% | +1.7% |
| 30D | -11.9% | +0.3% | -12.2% | -12.1% |
| 3M | -1.5% | +6.8% | -8.4% | -3.8% |
| 6M | -11.9% | +7.9% | -19.9% | -15.0% |
| YTD | -20.6% | +23.7% | -44.3% | -27.3% |
| 1Y | -23.5% | +71.5% | -95.0% | -36.9% |
| 3Y | +14.9% | +149.1% | -134.2% | -18.6% |
| All | -14.2% | +163.4% | -177.6% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling