+84.6%
COPX vs FIGR
+5.9%
+78.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +6.0% | +14.9% | -8.9% | +4.3% |
| 30D | +6.4% | +32.3% | -25.8% | +3.0% |
| 3M | +19.3% | +34.8% | -15.5% | +15.1% |
| 6M | +16.2% | +16.8% | -0.6% | +13.3% |
| YTD | +33.2% | -6.7% | +39.8% | +27.7% |
| All | +84.6% | +5.9% | +78.7% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling