+122.2%
COPX vs FDS
-21.2%
+143.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | +0.5% |
| 7D | -1.5% | -2.1% | +0.6% | -1.3% |
| 30D | -14.0% | +16.0% | -30.0% | -15.4% |
| 3M | -17.1% | +18.8% | -35.9% | -18.9% |
| 6M | -15.9% | +54.1% | -70.0% | -21.8% |
| YTD | +2.6% | +17.0% | -14.4% | +1.6% |
| 1Y | +21.6% | +25.5% | -3.9% | +17.3% |
| 3Y | +142.7% | -23.3% | +166.0% | +174.2% |
| 5Y | +122.2% | -22.6% | +144.9% | +148.2% |
| All | +122.2% | -21.2% | +143.4% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling