+189.8%
COPX vs FRSH
-72.5%
+262.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -2.3% | -6.6% | +4.2% | -1.5% |
| 30D | +0.3% | +2.1% | -1.8% | -0.2% |
| 3M | +6.8% | +29.0% | -22.1% | +2.4% |
| 6M | +7.9% | +48.6% | -40.7% | +0.6% |
| YTD | +23.7% | -2.9% | +26.7% | +22.5% |
| 1Y | +71.5% | -7.9% | +79.4% | +71.0% |
| 3Y | +149.1% | -46.5% | +195.6% | +163.9% |
| All | +189.8% | -72.5% | +262.3% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling