+565.2%
COPX vs FTV
+80.7%
+484.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -2.3% | -4.0% | +1.6% | +0.1% |
| 30D | +0.3% | -11.0% | +11.3% | +7.7% |
| 3M | +6.8% | -8.4% | +15.2% | +12.1% |
| 6M | +7.9% | -2.6% | +10.5% | +8.6% |
| YTD | +23.7% | -0.6% | +24.4% | +21.1% |
| 1Y | +71.5% | +11.0% | +60.6% | +55.9% |
| 3Y | +149.1% | -6.3% | +155.4% | +147.6% |
| 5Y | +167.3% | -1.5% | +168.9% | +152.2% |
| All | +565.2% | +80.7% | +484.5% | +331.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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