+128.1%
FIX vs COPX
+87.6%
+40.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.6% |
| 7D | +3.5% | +6.0% | -2.4% | 0.0% |
| 30D | -3.5% | +6.4% | -9.9% | -7.4% |
| 3M | -11.8% | +19.3% | -31.1% | -21.2% |
| 6M | +17.8% | +16.2% | +1.6% | +4.6% |
| YTD | +73.3% | +33.2% | +40.1% | +39.0% |
| 1Y | +128.1% | +90.2% | +37.9% | +63.7% |
| All | +128.1% | +87.6% | +40.5% | +63.7% |
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