+638.8%
COPX vs FTV
+89.3%
+549.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.6% |
| 7D | +5.8% | -0.4% | +6.1% | +6.0% |
| 30D | +7.2% | -8.3% | +15.5% | +12.9% |
| 3M | +16.5% | -7.4% | +23.9% | +21.2% |
| 6M | +18.4% | -1.2% | +19.7% | +18.1% |
| YTD | +31.9% | +2.7% | +29.2% | +26.5% |
| 1Y | +88.5% | +18.4% | +70.0% | +64.5% |
| 3Y | +173.1% | -2.0% | +175.1% | +163.9% |
| 5Y | +193.1% | +3.4% | +189.7% | +168.2% |
| 10Y | +591.7% | +78.5% | +513.2% | +351.0% |
| All | +638.8% | +89.3% | +549.5% | +375.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling