+32.2%
COPX vs USFR
+4.1%
+28.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -3.0% | +0.1% | -3.1% | -1.7% |
| 30D | -13.6% | +0.4% | -14.0% | -9.2% |
| 3M | -11.2% | +1.1% | -12.3% | +3.4% |
| 6M | -2.4% | +2.0% | -4.4% | +27.4% |
| YTD | +4.2% | +3.4% | +0.8% | +25.2% |
| 1Y | +32.2% | +4.1% | +28.1% | +32.2% |
| All | +32.2% | +4.1% | +28.1% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling