+289.3%
FN vs COPX
+171.2%
+118.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.8% | +3.5% |
| 7D | -1.7% | -4.0% | +2.3% | +0.3% |
| 30D | -22.0% | +4.5% | -26.5% | -23.8% |
| 3M | -43.0% | +0.8% | -43.8% | -43.3% |
| 6M | -27.7% | +3.2% | -30.9% | -29.4% |
| YTD | -10.5% | +26.7% | -37.2% | -21.3% |
| 1Y | +12.5% | +85.7% | -73.2% | -16.8% |
| 3Y | +153.8% | +151.2% | +2.6% | +60.8% |
| All | +289.3% | +171.2% | +118.1% | +133.0% |
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 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