+193.1%
COPX vs FDS
-23.5%
+216.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.4% |
| 7D | +6.0% | -8.8% | +14.8% | +7.1% |
| 30D | +6.4% | -1.4% | +7.8% | +6.5% |
| 3M | +19.3% | +13.9% | +5.4% | +16.3% |
| 6M | +16.2% | +27.4% | -11.2% | +10.0% |
| YTD | +33.2% | -2.5% | +35.6% | +34.6% |
| 1Y | +90.2% | -23.8% | +114.0% | +108.5% |
| 3Y | +175.7% | -32.5% | +208.2% | +210.3% |
| 5Y | +193.1% | -23.2% | +216.3% | +221.2% |
| All | +193.1% | -23.5% | +216.6% | +221.2% |
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