+314.1%
COPX vs FDS
+127.7%
+186.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -2.8% | +1.5% | -4.3% | -3.3% |
| 30D | -14.3% | +14.8% | -29.2% | -18.3% |
| 3M | -19.0% | +16.3% | -35.3% | -23.6% |
| 6M | -24.4% | +66.2% | -90.7% | -38.9% |
| YTD | -3.2% | +16.2% | -19.5% | -11.4% |
| 1Y | +15.2% | +21.8% | -6.7% | +2.7% |
| 3Y | +127.6% | -23.9% | +151.5% | +147.7% |
| 5Y | +106.0% | -23.1% | +129.1% | +118.6% |
| All | +314.1% | +127.7% | +186.5% | +168.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling