+161.0%
FE vs COPX
+186.2%
-25.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | +1.9% | -4.0% | +5.9% | +2.6% |
| 30D | -1.2% | +4.5% | -5.7% | -1.9% |
| 3M | +3.5% | +0.8% | +2.7% | +2.8% |
| 6M | -6.1% | +3.2% | -9.2% | -7.6% |
| YTD | +7.6% | +26.7% | -19.1% | +1.7% |
| 1Y | +11.9% | +85.7% | -73.8% | -1.3% |
| 3Y | +48.4% | +151.2% | -102.7% | +21.4% |
| 5Y | +44.8% | +170.0% | -125.2% | +14.3% |
| 10Y | +115.9% | +572.9% | -457.0% | +31.5% |
| All | +161.0% | +186.2% | -25.2% | +73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling