+168.1%
COPX vs FND
-50.0%
+218.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.1% |
| 7D | +6.0% | -0.8% | +6.7% | +6.1% |
| 30D | +6.4% | -19.6% | +26.0% | +13.0% |
| 3M | +19.3% | -4.3% | +23.6% | +19.3% |
| 6M | +16.2% | -20.4% | +36.7% | +22.0% |
| YTD | +33.2% | -21.9% | +55.0% | +39.7% |
| 1Y | +90.2% | -45.2% | +135.4% | +119.4% |
| All | +168.1% | -50.0% | +218.1% | +207.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling