+351.3%
FERG vs COPX
+583.8%
-232.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.6% | -2.3% | -0.2% | -2.2% |
| 30D | -8.9% | +0.3% | -9.2% | -9.1% |
| 3M | -2.0% | +6.8% | -8.9% | -3.7% |
| 6M | -3.2% | +7.9% | -11.1% | -5.7% |
| YTD | +1.5% | +23.7% | -22.2% | -4.1% |
| 1Y | +0.5% | +71.5% | -71.1% | -11.1% |
| 3Y | +50.4% | +149.1% | -98.7% | +22.0% |
| 5Y | +68.7% | +167.3% | -98.6% | +33.9% |
| All | +351.3% | +583.8% | -232.5% | +236.9% |
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