+3.1%
FERG vs COPX
+31.7%
-28.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.3% | +1.7% |
| 7D | +7.7% | -3.0% | +10.7% | +8.4% |
| 30D | +11.5% | -13.6% | +25.1% | +15.4% |
| 3M | -2.4% | -11.2% | +8.9% | 0.0% |
| 6M | -4.0% | -2.4% | -1.6% | -5.6% |
| YTD | +13.4% | +4.2% | +9.1% | +4.1% |
| 1Y | +3.1% | +32.2% | -29.1% | -16.2% |
| All | +3.1% | +31.7% | -28.7% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling