+1,141.9%
FAST vs COPX
+131.8%
+1,010.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +4.3% | -1.5% | +5.8% | +4.7% |
| 30D | +8.3% | -14.0% | +22.3% | +12.8% |
| 3M | +6.5% | -17.1% | +23.6% | +11.7% |
| 6M | +29.5% | -15.9% | +45.4% | +33.6% |
| YTD | +41.3% | +2.6% | +38.6% | +34.4% |
| 1Y | +37.4% | +21.6% | +15.8% | +23.5% |
| 3Y | +98.5% | +142.7% | -44.2% | +35.8% |
| 5Y | +111.1% | +122.2% | -11.1% | +43.2% |
| 10Y | +548.6% | +338.8% | +209.8% | +210.2% |
| All | +1,141.9% | +131.8% | +1,010.0% | +603.3% |
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