+173.5%
FN vs COPX
+119.7%
+53.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.5% | +10.2% | +10.9% |
| 7D | 0.0% | -1.0% | +0.9% | +0.6% |
| 30D | -34.3% | -14.8% | -19.6% | -28.3% |
| 3M | -39.9% | -17.2% | -22.6% | -33.6% |
| 6M | -51.8% | -14.5% | -37.4% | -47.8% |
| YTD | -28.1% | -0.4% | -27.7% | -28.6% |
| 1Y | -29.1% | +21.9% | -50.9% | -35.8% |
| 3Y | +102.4% | +123.7% | -21.3% | +36.2% |
| All | +173.5% | +119.7% | +53.8% | +82.7% |
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