-83.4%
FRMI vs COPX
+51.7%
-135.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.0% | +4.5% | +3.2% |
| 7D | +10.9% | -2.9% | +13.8% | +13.5% |
| 30D | -24.3% | 0.0% | -24.3% | -24.1% |
| 3M | -21.8% | +14.8% | -36.6% | -30.4% |
| 6M | -33.0% | +7.0% | -40.1% | -37.6% |
| YTD | -32.6% | +23.8% | -56.5% | -43.4% |
| All | -83.4% | +51.7% | -135.2% | -87.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling