-23.6%
FPS vs COPX
-15.3%
-8.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -3.3% | -6.6% | -7.0% |
| 7D | +21.6% | +1.1% | +20.5% | +21.7% |
| 30D | -38.8% | -15.9% | -22.9% | -28.3% |
| 3M | -42.1% | -19.6% | -22.5% | -30.3% |
| 6M | -48.5% | -21.5% | -27.0% | -37.8% |
| All | -23.6% | -15.3% | -8.3% | -13.3% |
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