+53.3%
FLNC vs COPX
+84.7%
-31.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.2% |
| 7D | -4.9% | -4.0% | -0.9% | -0.7% |
| 30D | -27.3% | +4.5% | -31.8% | -31.3% |
| 3M | -61.9% | +0.8% | -62.7% | -62.2% |
| 6M | -34.5% | +3.2% | -37.7% | -36.2% |
| YTD | -47.7% | +26.7% | -74.4% | -63.4% |
| 1Y | +53.3% | +85.7% | -32.3% | -41.8% |
| All | +53.3% | +84.7% | -31.4% | -41.8% |
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