+565.8%
COPX vs FDS
+66.9%
+499.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -5.8% | -1.2% | -5.1% |
| 7D | -2.9% | -16.0% | +13.1% | +2.7% |
| 30D | 0.0% | -6.7% | +6.7% | +2.0% |
| 3M | +14.8% | +6.0% | +8.8% | +10.4% |
| 6M | +7.0% | +25.1% | -18.0% | -5.3% |
| YTD | +23.8% | -8.1% | +32.0% | +23.2% |
| 1Y | +75.7% | -26.0% | +101.7% | +91.2% |
| 3Y | +156.4% | -36.4% | +192.8% | +194.1% |
| 5Y | +167.6% | -27.7% | +195.3% | +179.5% |
| All | +565.8% | +66.9% | +499.0% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FDS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling