-83.1%
FRMI vs COPX
+51.6%
-134.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | +7.4% | -2.3% | +9.8% | +9.4% |
| 30D | -27.6% | +0.3% | -27.9% | -27.5% |
| 3M | -20.9% | +6.8% | -27.7% | -25.3% |
| 6M | -36.6% | +7.9% | -44.5% | -41.3% |
| YTD | -31.3% | +23.7% | -55.0% | -42.2% |
| All | -83.1% | +51.6% | -134.7% | -87.5% |
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