-55.8%
FIG vs COPX
+84.7%
-140.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.6% | -3.7% | -4.3% |
| 7D | -16.3% | -4.0% | -12.3% | -16.2% |
| 30D | -14.3% | +4.5% | -18.9% | -14.3% |
| 3M | +7.2% | +0.8% | +6.3% | +8.3% |
| 6M | -18.6% | +3.2% | -21.8% | -17.8% |
| YTD | -35.5% | +26.7% | -62.2% | -45.8% |
| 1Y | -55.8% | +85.7% | -141.5% | -65.4% |
| All | -55.8% | +84.7% | -140.5% | -65.4% |
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