-93.2%
FRMI vs COPX
+31.7%
-124.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | +4.0% | -14.5% | -14.0% |
| 7D | -39.7% | -3.0% | -36.8% | -38.3% |
| 30D | -55.2% | -13.6% | -41.5% | -49.0% |
| 3M | -71.2% | -11.2% | -59.9% | -67.9% |
| 6M | -64.1% | -2.4% | -61.7% | -64.0% |
| YTD | -77.2% | +4.2% | -81.5% | -79.8% |
| 1Y | -93.2% | +32.2% | -125.3% | -95.7% |
| All | -93.2% | +31.7% | -124.9% | -95.7% |
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 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