+36.0%
FXI vs COPX
+149.6%
-113.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.0% | +6.4% | +2.0% |
| 7D | -2.8% | -2.9% | +0.1% | -1.9% |
| 30D | -3.7% | 0.0% | -3.7% | -4.1% |
| 3M | -0.4% | +14.8% | -15.2% | -7.0% |
| 6M | -5.4% | +7.0% | -12.5% | -10.3% |
| YTD | -9.6% | +23.8% | -33.5% | -21.8% |
| 1Y | -11.9% | +75.7% | -87.6% | -37.2% |
| All | +36.0% | +149.6% | -113.6% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling