+599.1%
XYZ vs COPX
+583.8%
+15.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.3% | -2.3% | -1.9% | -3.3% |
| 30D | +1.2% | +0.3% | +0.9% | +0.4% |
| 3M | +14.6% | +6.8% | +7.8% | +8.1% |
| 6M | +22.6% | +7.9% | +14.6% | +12.3% |
| YTD | +21.7% | +23.7% | -2.0% | -0.4% |
| 1Y | +6.7% | +71.5% | -64.8% | -30.3% |
| 3Y | +46.8% | +149.1% | -102.3% | -28.4% |
| 5Y | -68.0% | +167.3% | -235.4% | -85.1% |
| All | +599.1% | +583.8% | +15.3% | +87.9% |
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