+163.0%
COPX vs FGI
-70.4%
+233.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -0.7% |
| 7D | -4.0% | +0.5% | -4.5% | -4.0% |
| 30D | +4.5% | +65.4% | -60.9% | +3.6% |
| 3M | +0.8% | +23.5% | -22.7% | +0.2% |
| 6M | +3.2% | +60.5% | -57.3% | +0.9% |
| YTD | +26.7% | +30.0% | -3.3% | +24.3% |
| 1Y | +85.7% | +82.1% | +3.6% | +79.6% |
| 3Y | +151.2% | -4.4% | +155.6% | +145.6% |
| All | +163.0% | -70.4% | +233.4% | +163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling