-51.2%
FLUT vs COPX
+167.3%
-218.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | +0.9% |
| 7D | -3.6% | -2.9% | -0.7% | -3.0% |
| 30D | -0.3% | 0.0% | -0.4% | -0.5% |
| 3M | -12.6% | +14.8% | -27.4% | -16.2% |
| 6M | -8.0% | +7.0% | -15.0% | -11.3% |
| YTD | -54.1% | +23.8% | -78.0% | -58.6% |
| 1Y | -66.1% | +75.7% | -141.8% | -72.9% |
| 3Y | -45.0% | +156.4% | -201.4% | -63.3% |
| 5Y | -51.2% | +167.6% | -218.8% | -68.7% |
| All | -51.2% | +167.3% | -218.5% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling