+1,746.5%
FLEX vs COPX
+186.2%
+1,560.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -0.9% | -4.0% | +3.1% | +1.2% |
| 30D | -10.1% | +4.5% | -14.7% | -12.5% |
| 3M | -31.3% | +0.8% | -32.2% | -32.1% |
| 6M | +71.3% | +3.2% | +68.1% | +67.9% |
| YTD | +81.2% | +26.7% | +54.5% | +58.7% |
| 1Y | +98.5% | +85.7% | +12.8% | +42.6% |
| 3Y | +428.2% | +151.2% | +277.1% | +216.4% |
| 5Y | +657.3% | +170.0% | +487.3% | +320.1% |
| 10Y | +995.9% | +572.9% | +423.0% | +265.0% |
| All | +1,746.5% | +186.2% | +1,560.3% | +720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling