+353.3%
COPX vs USFR
+27.6%
+325.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | 0.0% | +4.1% | +4.1% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +7.2% | +0.3% | +6.9% | +6.9% |
| 3M | +16.5% | +1.0% | +15.5% | +15.5% |
| 6M | +18.4% | +1.9% | +16.5% | +16.5% |
| YTD | +31.9% | +2.7% | +29.3% | +28.9% |
| 1Y | +88.5% | +4.0% | +84.5% | +82.0% |
| 3Y | +173.1% | +14.0% | +159.1% | +143.5% |
| 5Y | +193.1% | +20.4% | +172.7% | +148.9% |
| 10Y | +591.7% | +28.1% | +563.6% | +460.4% |
| All | +353.3% | +27.6% | +325.7% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling