+452.1%
FLEX vs COPX
+120.8%
+331.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.3% |
| 7D | +2.2% | -1.5% | +3.8% | +3.8% |
| 30D | -32.6% | -14.0% | -18.7% | -26.1% |
| 3M | -35.5% | -17.1% | -18.4% | -27.9% |
| 6M | -45.6% | -15.9% | -29.7% | -40.1% |
| YTD | +30.7% | +2.6% | +28.1% | +29.5% |
| 1Y | +28.4% | +21.6% | +6.8% | +16.9% |
| 3Y | +301.7% | +142.7% | +159.0% | +154.7% |
| All | +452.1% | +120.8% | +331.3% | +254.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling