-98.6%
FCUV vs COPX
+583.8%
-682.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.3% |
| 7D | -66.5% | -2.3% | -64.1% | -66.6% |
| 30D | +5.0% | +0.3% | +4.7% | +4.2% |
| 3M | +63.8% | +6.8% | +57.0% | +60.1% |
| 6M | -67.8% | +7.9% | -75.8% | -68.9% |
| YTD | -82.4% | +23.7% | -106.1% | -83.4% |
| 1Y | -94.7% | +71.5% | -166.3% | -95.3% |
| 3Y | -99.3% | +149.1% | -248.4% | -99.4% |
| 5Y | -99.9% | +167.3% | -267.2% | -99.9% |
| All | -98.6% | +583.8% | -682.4% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling