+566.1%
XYZ vs COPX
+318.2%
+247.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.8% | -2.1% |
| 7D | -2.1% | +1.1% | -3.2% | -2.7% |
| 30D | +7.0% | -15.9% | +22.9% | +18.4% |
| 3M | +5.1% | -19.6% | +24.7% | +18.4% |
| 6M | +14.1% | -21.5% | +35.6% | +27.7% |
| YTD | +26.4% | -0.8% | +27.1% | +17.0% |
| 1Y | +25.1% | +15.2% | +9.9% | +4.6% |
| 3Y | +59.7% | +134.7% | -75.0% | -22.2% |
| 5Y | -63.8% | +111.3% | -175.1% | -80.9% |
| All | +566.1% | +318.2% | +247.9% | +93.1% |
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