+111.8%
COPX vs FTV
+17.3%
+94.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -2.8% | +3.9% | -6.7% | -4.8% |
| 30D | -14.3% | +18.7% | -33.0% | -21.8% |
| 3M | -19.0% | +10.0% | -29.1% | -23.1% |
| 6M | -24.4% | +14.6% | -39.0% | -30.1% |
| YTD | -3.2% | +23.4% | -26.7% | -15.5% |
| 1Y | +15.2% | +31.3% | -16.1% | -3.2% |
| 3Y | +127.6% | +39.8% | +87.8% | +79.2% |
| All | +111.8% | +17.3% | +94.5% | +74.8% |
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