+211.9%
COPX vs FRSH
-72.4%
+284.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +6.0% | -9.6% | +15.5% | +7.3% |
| 30D | +6.4% | -0.4% | +6.9% | +6.3% |
| 3M | +19.3% | +27.2% | -7.9% | +14.5% |
| 6M | +16.2% | +42.2% | -26.0% | +9.1% |
| YTD | +33.2% | -2.6% | +35.8% | +31.8% |
| 1Y | +90.2% | -10.2% | +100.4% | +90.5% |
| 3Y | +175.7% | -45.5% | +221.2% | +191.3% |
| All | +211.9% | -72.4% | +284.3% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling