-9.3%
FLUT vs COPX
+583.8%
-593.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.4% | -2.3% | +2.8% | +0.8% |
| 30D | +2.5% | +0.3% | +2.3% | +2.4% |
| 3M | -9.2% | +6.8% | -16.1% | -10.6% |
| 6M | -8.2% | +7.9% | -16.2% | -10.6% |
| YTD | -53.2% | +23.7% | -77.0% | -56.0% |
| 1Y | -65.6% | +71.5% | -137.1% | -69.7% |
| 3Y | -43.6% | +149.1% | -192.7% | -54.5% |
| 5Y | -50.3% | +167.3% | -217.6% | -60.7% |
| All | -9.3% | +583.8% | -593.1% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling