+121.8%
COPX vs FDS
+433.6%
-311.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -2.8% | +1.5% | -4.3% | -3.5% |
| 30D | -14.3% | +14.8% | -29.2% | -20.1% |
| 3M | -19.0% | +16.3% | -35.3% | -25.7% |
| 6M | -24.4% | +66.2% | -90.7% | -44.0% |
| YTD | -3.2% | +16.2% | -19.5% | -16.2% |
| 1Y | +15.2% | +21.8% | -6.7% | -3.5% |
| 3Y | +127.6% | -23.9% | +151.5% | +142.4% |
| 5Y | +106.0% | -23.1% | +129.1% | +111.6% |
| 10Y | +313.7% | +128.7% | +185.0% | +81.0% |
| All | +121.8% | +433.6% | -311.8% | -57.9% |
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