+202.4%
COPX vs FLR
+29.4%
+173.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.8% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | +7.2% | -0.7% | +7.9% | +7.0% |
| 3M | +16.5% | +14.3% | +2.2% | +10.5% |
| 6M | +18.4% | +25.6% | -7.1% | +8.2% |
| YTD | +31.9% | +42.9% | -11.0% | +15.5% |
| 1Y | +88.5% | +38.7% | +49.7% | +65.7% |
| 3Y | +173.1% | +61.8% | +111.3% | +116.0% |
| 5Y | +193.1% | +254.1% | -61.0% | +72.8% |
| 10Y | +591.7% | +20.0% | +571.6% | +462.2% |
| All | +202.4% | +29.4% | +173.0% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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