+621.5%
XYZ vs COPX
+322.8%
+298.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -2.2% | -1.5% | -0.7% | -1.3% |
| 30D | +11.6% | -14.0% | +25.6% | +21.8% |
| 3M | +8.4% | -17.1% | +25.5% | +20.0% |
| 6M | +17.2% | -15.9% | +33.0% | +25.6% |
| YTD | +31.7% | +2.6% | +29.1% | +19.5% |
| 1Y | +30.1% | +21.6% | +8.4% | +5.0% |
| 3Y | +66.4% | +142.7% | -76.2% | -20.5% |
| 5Y | -62.2% | +122.2% | -184.4% | -80.6% |
| 10Y | +621.5% | +338.8% | +282.8% | +103.2% |
| All | +621.5% | +322.8% | +298.8% | +103.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling