-6.5%
FXI vs COPX
+163.4%
-169.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -3.9% | -2.3% | -1.5% | -3.1% |
| 30D | -2.1% | +0.3% | -2.4% | -2.7% |
| 3M | -0.5% | +6.8% | -7.3% | -4.8% |
| 6M | -4.5% | +7.9% | -12.5% | -10.9% |
| YTD | -9.2% | +23.7% | -33.0% | -22.7% |
| 1Y | -13.8% | +71.5% | -85.3% | -39.1% |
| 3Y | +36.6% | +149.1% | -112.5% | -23.9% |
| All | -6.5% | +163.4% | -169.8% | -50.2% |
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