+94.1%
FLEX vs COPX
+89.3%
+4.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -2.1% |
| 7D | +6.4% | +6.0% | +0.4% | +2.2% |
| 30D | -5.9% | +6.4% | -12.3% | -10.0% |
| 3M | -23.5% | +19.3% | -42.7% | -32.9% |
| 6M | +83.7% | +16.2% | +67.5% | +60.6% |
| YTD | +86.5% | +33.2% | +53.3% | +49.6% |
| All | +94.1% | +89.3% | +4.8% | +36.6% |
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