-62.3%
XYZ vs COPX
+124.9%
-187.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -1.5% |
| 7D | +12.6% | +1.6% | +11.0% | +11.8% |
| 30D | +10.8% | -15.0% | +25.8% | +21.4% |
| 3M | +8.4% | -18.6% | +26.9% | +20.7% |
| 6M | +14.3% | -14.9% | +29.3% | +21.3% |
| YTD | +31.5% | +1.8% | +29.6% | +18.6% |
| 1Y | +28.1% | +19.7% | +8.4% | +2.6% |
| 3Y | +66.2% | +140.9% | -74.7% | -28.8% |
| 5Y | -62.3% | +130.6% | -192.9% | -82.3% |
| All | -62.3% | +124.9% | -187.2% | -82.3% |
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 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