+81.1%
COPX vs FGI
+89.5%
-8.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -0.6% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | +4.5% | +65.4% | -60.9% | +4.7% |
| 3M | +0.8% | +23.5% | -22.7% | +1.0% |
| 6M | +3.2% | +60.5% | -57.3% | +2.3% |
| YTD | +26.7% | +30.0% | -3.3% | +25.8% |
| All | +81.1% | +89.5% | -8.5% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling