+71.7%
COPX vs FIGR
+1.6%
+70.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -4.1% | -2.9% | -6.5% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | 0.0% | +31.4% | -31.3% | -3.0% |
| 3M | +14.8% | +30.3% | -15.5% | +11.3% |
| 6M | +7.0% | -7.6% | +14.7% | +5.9% |
| YTD | +23.8% | -10.5% | +34.3% | +19.4% |
| All | +71.7% | +1.6% | +70.1% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 3y: compounded portfolio wealth divided by compounded FIGR 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…
3y analysis · Full analysis span regression · 6 months rolling