-21.7%
FN vs COPX
+24.1%
-45.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.6% | +6.2% | +8.1% |
| 7D | +16.3% | +3.3% | +13.0% | +14.2% |
| 30D | -24.7% | -12.2% | -12.5% | -17.7% |
| 3M | -34.9% | -14.5% | -20.4% | -28.2% |
| 6M | -41.1% | -12.2% | -28.9% | -36.3% |
| YTD | -19.6% | +5.2% | -24.8% | -29.0% |
| All | -21.7% | +24.1% | -45.7% | -43.2% |
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