+187.7%
COPX vs FTV
-0.7%
+188.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.6% |
| 7D | +6.0% | -1.3% | +7.2% | +6.7% |
| 30D | +6.4% | -9.5% | +15.9% | +12.1% |
| 3M | +19.3% | -10.9% | +30.2% | +26.2% |
| 6M | +16.2% | -0.6% | +16.9% | +15.5% |
| YTD | +33.2% | +1.4% | +31.7% | +29.0% |
| 1Y | +90.2% | +17.6% | +72.6% | +68.0% |
| 3Y | +175.7% | -3.3% | +178.9% | +168.4% |
| All | +187.7% | -0.7% | +188.3% | +154.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling