+21.9%
FXI vs COPX
+198.0%
-176.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -4.3% |
| 7D | -1.0% | +5.8% | -6.7% | -3.6% |
| 30D | -3.2% | +7.2% | -10.4% | -6.6% |
| 3M | +1.7% | +16.5% | -14.8% | -6.7% |
| 6M | -1.6% | +18.4% | -20.0% | -11.9% |
| YTD | -7.9% | +31.9% | -39.8% | -22.9% |
| 1Y | -9.6% | +88.5% | -98.1% | -36.9% |
| 3Y | +40.5% | +173.1% | -132.6% | -19.8% |
| 5Y | -6.2% | +193.1% | -199.3% | -49.3% |
| 10Y | +14.2% | +591.7% | -577.5% | -62.6% |
| All | +21.9% | +198.0% | -176.1% | -42.5% |
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 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