+46.6%
XYZ vs COPX
+149.6%
-103.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | +2.6% |
| 7D | -5.2% | -2.9% | -2.3% | -4.2% |
| 30D | 0.0% | 0.0% | 0.0% | -0.4% |
| 3M | +18.7% | +14.8% | +3.9% | +10.3% |
| 6M | +20.5% | +7.0% | +13.5% | +14.2% |
| YTD | +21.5% | +23.8% | -2.4% | +4.1% |
| 1Y | +7.2% | +75.7% | -68.5% | -25.4% |
| All | +46.6% | +149.6% | -103.0% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling