+49.0%
FE vs COPX
+141.3%
-92.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | -0.5% | +1.6% | -2.1% | -0.6% |
| 30D | +4.3% | -15.0% | +19.3% | +4.8% |
| 3M | +0.4% | -18.6% | +19.0% | +0.9% |
| 6M | +6.9% | -14.9% | +21.9% | +7.2% |
| YTD | +8.0% | +1.8% | +6.2% | +7.0% |
| 1Y | +4.8% | +19.7% | -14.8% | +2.8% |
| 3Y | +49.0% | +140.9% | -91.9% | +25.2% |
| All | +49.0% | +141.3% | -92.4% | +25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling