+149.3%
COPX vs FTV
-5.5%
+154.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.3% | -4.7% | -5.9% |
| 7D | -2.9% | -5.2% | +2.3% | -0.5% |
| 30D | 0.0% | -11.5% | +11.5% | +5.7% |
| 3M | +14.8% | -9.0% | +23.8% | +19.3% |
| 6M | +7.0% | -2.0% | +9.1% | +7.1% |
| YTD | +23.8% | -0.9% | +24.8% | +21.9% |
| 1Y | +75.7% | +14.8% | +60.9% | +58.6% |
| All | +149.3% | -5.5% | +154.9% | +151.5% |
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