+1,004.4%
FAST vs COPX
+186.2%
+818.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -0.4% | -4.0% | +3.6% | +0.8% |
| 30D | -0.8% | +4.5% | -5.3% | -2.2% |
| 3M | +5.8% | +0.8% | +4.9% | +4.4% |
| 6M | +8.0% | +3.2% | +4.8% | +4.7% |
| YTD | +25.6% | +26.7% | -1.1% | +13.1% |
| 1Y | +0.8% | +85.7% | -84.9% | -20.5% |
| 3Y | +86.1% | +151.2% | -65.1% | +27.6% |
| 5Y | +100.2% | +170.0% | -69.8% | +28.7% |
| 10Y | +494.2% | +572.9% | -78.7% | +148.3% |
| All | +1,004.4% | +186.2% | +818.2% | +491.6% |
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