+25.0%
FLEX vs COPX
+31.7%
-6.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.0% | -16.3% | -15.2% |
| 7D | -17.0% | -3.0% | -14.0% | -15.4% |
| 30D | -33.8% | -13.6% | -20.2% | -26.1% |
| 3M | -39.0% | -11.2% | -27.8% | -33.7% |
| 6M | -15.9% | -2.4% | -13.5% | -14.6% |
| YTD | +27.8% | +4.2% | +23.6% | +19.8% |
| 1Y | +25.0% | +32.2% | -7.2% | -8.2% |
| All | +25.0% | +31.7% | -6.8% | -8.2% |
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