+164.7%
COPX vs FND
-63.3%
+228.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -2.3% | -5.8% | +3.4% | -0.9% |
| 30D | +0.3% | -20.2% | +20.5% | +6.2% |
| 3M | +6.8% | -12.0% | +18.8% | +9.4% |
| 6M | +7.9% | -18.5% | +26.5% | +12.3% |
| YTD | +23.7% | -22.3% | +46.0% | +29.8% |
| 1Y | +71.5% | -47.6% | +119.2% | +98.3% |
| 3Y | +149.1% | -49.8% | +198.9% | +182.0% |
| All | +164.7% | -63.3% | +228.0% | +199.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling