+127.6%
COPX vs FTV
+39.2%
+88.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -2.8% | +3.9% | -6.7% | -4.5% |
| 30D | -14.3% | +18.7% | -33.0% | -20.6% |
| 3M | -19.0% | +10.0% | -29.1% | -22.5% |
| 6M | -24.4% | +14.6% | -39.0% | -29.2% |
| YTD | -3.2% | +23.4% | -26.7% | -13.7% |
| 1Y | +15.2% | +31.3% | -16.1% | -1.0% |
| 3Y | +127.6% | +39.8% | +87.8% | +82.1% |
| All | +127.6% | +39.2% | +88.4% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling