+164.7%
COPX vs USFR
+20.6%
+144.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | 0.0% |
| 7D | -2.3% | +0.1% | -2.5% | -2.1% |
| 30D | +0.3% | +0.4% | -0.1% | +0.9% |
| 3M | +6.8% | +1.0% | +5.8% | +8.7% |
| 6M | +7.9% | +2.0% | +6.0% | +10.7% |
| YTD | +23.7% | +2.8% | +21.0% | +27.4% |
| 1Y | +71.5% | +4.1% | +67.4% | +78.0% |
| 3Y | +149.1% | +14.1% | +135.0% | +203.5% |
| All | +164.7% | +20.6% | +144.1% | +290.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling