-51.4%
FPS vs COPX
-23.3%
-28.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +2.3% |
| 7D | +13.6% | -2.8% | +16.4% | +17.8% |
| 30D | -32.4% | -14.3% | -18.0% | -20.6% |
| 3M | -41.1% | -19.0% | -22.1% | -28.0% |
| 6M | -51.4% | -24.4% | -27.0% | -37.2% |
| All | -51.4% | -23.3% | -28.1% | -37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling