+448.5%
XYL vs COPX
+226.4%
+222.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.2% | +1.6% |
| 7D | +1.8% | +5.8% | -4.0% | -0.1% |
| 30D | -9.2% | +7.2% | -16.4% | -11.4% |
| 3M | -0.3% | +16.5% | -16.8% | -6.2% |
| 6M | -11.0% | +18.4% | -29.4% | -17.8% |
| YTD | -19.2% | +31.9% | -51.1% | -29.1% |
| 1Y | -21.2% | +88.5% | -109.7% | -39.6% |
| 3Y | +18.6% | +173.1% | -154.5% | -23.3% |
| 5Y | -14.3% | +193.1% | -207.4% | -47.8% |
| 10Y | +141.0% | +591.7% | -450.7% | -0.7% |
| All | +448.5% | +226.4% | +222.1% | +172.5% |
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