+533.2%
XYZ vs COPX
+755.7%
-222.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.0% | -4.0% | +3.0% | +1.4% |
| 30D | -1.7% | +4.5% | -6.3% | -4.4% |
| 3M | +16.7% | +0.8% | +15.9% | +14.3% |
| 6M | +26.9% | +3.2% | +23.7% | +20.2% |
| YTD | +27.1% | +26.7% | +0.4% | +4.6% |
| 1Y | +9.3% | +85.7% | -76.4% | -29.6% |
| 3Y | +42.3% | +151.2% | -108.9% | -26.5% |
| 5Y | -69.3% | +170.0% | -239.3% | -84.8% |
| 10Y | +586.8% | +572.9% | +13.9% | +95.3% |
| All | +533.2% | +755.7% | -222.5% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling