+221.5%
FLUT vs COPX
+200.8%
+20.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -2.6% | +6.0% | -8.6% | -3.2% |
| 30D | +5.4% | +6.4% | -1.1% | +4.6% |
| 3M | -10.8% | +19.3% | -30.0% | -12.8% |
| 6M | -9.2% | +16.2% | -25.5% | -11.5% |
| YTD | -53.8% | +33.2% | -87.0% | -56.0% |
| 1Y | -66.0% | +90.2% | -156.2% | -69.0% |
| 3Y | -44.7% | +175.7% | -220.3% | -52.3% |
| 5Y | -50.6% | +193.1% | -243.7% | -57.9% |
| 10Y | -10.4% | +619.4% | -629.8% | -26.1% |
| All | +221.5% | +200.8% | +20.7% | +159.6% |
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