+190.5%
COPX vs FDS
+384.3%
-193.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +1.0% |
| 7D | -4.0% | -1.9% | -2.1% | -3.2% |
| 30D | +4.5% | +9.0% | -4.5% | +0.1% |
| 3M | +0.8% | +18.9% | -18.0% | -9.6% |
| 6M | +3.2% | +35.1% | -31.9% | -15.6% |
| YTD | +26.7% | +5.5% | +21.2% | +16.3% |
| 1Y | +85.7% | -16.8% | +102.5% | +92.2% |
| 3Y | +151.2% | -28.1% | +179.2% | +175.9% |
| 5Y | +170.0% | -17.4% | +187.4% | +162.2% |
| 10Y | +572.9% | +85.4% | +487.5% | +240.2% |
| All | +190.5% | +384.3% | -193.8% | -41.5% |
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