-71.6%
FLNC vs COPX
+166.0%
-237.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | -4.1% | -2.3% | -1.7% | -2.0% |
| 30D | -24.8% | +0.3% | -25.0% | -25.5% |
| 3M | -59.1% | +6.8% | -65.9% | -61.7% |
| 6M | -42.0% | +7.9% | -49.9% | -46.2% |
| YTD | -49.8% | +23.7% | -73.5% | -59.5% |
| 1Y | +43.1% | +71.5% | -28.5% | -13.7% |
| 3Y | -61.0% | +149.1% | -210.1% | -83.9% |
| All | -71.6% | +166.0% | -237.7% | -88.8% |
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 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