+12.3%
FN vs COPX
+88.4%
-76.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | -0.2% |
| 7D | +3.5% | +5.8% | -2.2% | +0.2% |
| 30D | -26.0% | +7.2% | -33.2% | -29.1% |
| 3M | -33.3% | +16.5% | -49.8% | -39.2% |
| 6M | -14.9% | +18.4% | -33.4% | -23.8% |
| YTD | -8.6% | +31.9% | -40.5% | -24.7% |
| 1Y | +12.3% | +88.5% | -76.2% | -10.0% |
| All | +12.3% | +88.4% | -76.1% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling