+71.5%
COPX vs FND
-45.3%
+116.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -2.3% | -5.8% | +3.4% | -0.8% |
| 30D | +0.3% | -20.2% | +20.5% | +6.5% |
| 3M | +6.8% | -12.0% | +18.8% | +9.6% |
| 6M | +7.9% | -18.5% | +26.5% | +11.9% |
| YTD | +23.7% | -22.3% | +46.0% | +28.8% |
| 1Y | +71.5% | -47.6% | +119.2% | +82.7% |
| All | +71.5% | -45.3% | +116.9% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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