+239.9%
FTI vs COPX
+200.8%
+39.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -1.0% |
| 7D | -2.3% | +6.0% | -8.3% | -5.8% |
| 30D | +5.0% | +6.4% | -1.4% | +0.5% |
| 3M | +13.8% | +19.3% | -5.4% | 0.0% |
| 6M | +22.9% | +16.2% | +6.7% | +6.2% |
| YTD | +75.0% | +33.2% | +41.8% | +35.9% |
| 1Y | +96.9% | +90.2% | +6.7% | +19.4% |
| 3Y | +276.7% | +175.7% | +101.1% | +68.9% |
| 5Y | +1,157.0% | +193.1% | +963.9% | +423.5% |
| 10Y | +310.7% | +619.4% | -308.7% | -7.7% |
| All | +239.9% | +200.8% | +39.1% | +20.8% |
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