+135.3%
COPX vs FDS
+437.2%
-301.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -2.0% | -0.4% |
| 7D | -1.5% | -2.1% | +0.6% | -0.7% |
| 30D | -14.0% | +16.0% | -30.0% | -20.1% |
| 3M | -17.1% | +18.8% | -35.9% | -24.8% |
| 6M | -15.9% | +54.1% | -70.0% | -35.3% |
| YTD | +2.6% | +17.0% | -14.4% | -11.4% |
| 1Y | +21.6% | +25.5% | -3.9% | +0.1% |
| 3Y | +142.7% | -23.3% | +166.0% | +157.5% |
| 5Y | +122.2% | -22.6% | +144.9% | +127.7% |
| 10Y | +338.8% | +130.2% | +208.5% | +91.4% |
| All | +135.3% | +437.2% | -301.9% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling