-68.6%
XYZ vs COPX
+186.1%
-254.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -5.6% |
| 7D | +2.9% | +5.8% | -2.9% | -0.6% |
| 30D | +1.4% | +7.2% | -5.8% | -3.0% |
| 3M | +14.6% | +16.5% | -1.9% | +3.0% |
| 6M | +20.8% | +18.4% | +2.3% | +5.0% |
| YTD | +23.1% | +31.9% | -8.9% | -3.5% |
| 1Y | +5.6% | +88.5% | -82.8% | -36.5% |
| 3Y | +50.9% | +173.1% | -122.2% | -36.2% |
| 5Y | -68.6% | +193.1% | -261.7% | -86.9% |
| All | -68.6% | +186.1% | -254.6% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling