+168.1%
COPX vs FHN
+129.0%
+39.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +6.0% | 0.0% | +5.9% | +5.9% |
| 30D | +6.4% | -2.6% | +9.0% | +7.2% |
| 3M | +19.3% | 0.0% | +19.2% | +18.9% |
| 6M | +16.2% | +9.2% | +7.0% | +12.4% |
| YTD | +33.2% | +4.3% | +28.8% | +30.5% |
| 1Y | +90.2% | +10.8% | +79.5% | +82.2% |
| All | +168.1% | +129.0% | +39.1% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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