-51.7%
FIG vs COPX
+31.7%
-83.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.3% | +5.6% |
| 7D | -4.7% | -3.0% | -1.7% | -5.0% |
| 30D | +0.5% | -13.6% | +14.2% | -0.9% |
| 3M | -18.4% | -11.2% | -7.2% | -19.2% |
| 6M | +10.9% | -2.4% | +13.3% | +10.0% |
| YTD | -40.8% | +4.2% | -45.0% | -47.8% |
| 1Y | -51.7% | +32.2% | -83.9% | -65.8% |
| All | -51.7% | +31.7% | -83.4% | -65.8% |
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 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