-44.3%
FLUT vs COPX
+168.3%
-212.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -2.6% | +6.0% | -8.6% | -3.3% |
| 30D | +5.4% | +6.4% | -1.1% | +4.5% |
| 3M | -10.8% | +19.3% | -30.0% | -13.1% |
| 6M | -9.2% | +16.2% | -25.5% | -12.0% |
| YTD | -53.8% | +33.2% | -87.0% | -57.6% |
| 1Y | -66.0% | +90.2% | -156.2% | -71.7% |
| All | -44.3% | +168.3% | -212.6% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling