+190.5%
COPX vs FHN
+164.6%
+25.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -4.0% | +1.2% | -5.2% | -4.4% |
| 30D | +4.5% | -4.7% | +9.2% | +6.5% |
| 3M | +0.8% | +3.5% | -2.7% | -0.9% |
| 6M | +3.2% | +7.8% | -4.6% | -0.2% |
| YTD | +26.7% | +5.9% | +20.8% | +23.2% |
| 1Y | +85.7% | +12.5% | +73.2% | +75.1% |
| 3Y | +151.2% | +117.2% | +34.0% | +73.5% |
| 5Y | +170.0% | +86.5% | +83.4% | +77.1% |
| 10Y | +572.9% | +125.7% | +447.2% | +254.7% |
| All | +190.5% | +164.6% | +25.9% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling