+1,121.3%
FAST vs COPX
+137.6%
+983.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +1.3% |
| 7D | +3.8% | +3.3% | +0.5% | +2.8% |
| 30D | +8.1% | -12.2% | +20.3% | +11.9% |
| 3M | +5.8% | -14.5% | +20.3% | +10.0% |
| 6M | +24.9% | -12.2% | +37.0% | +27.1% |
| YTD | +38.9% | +5.2% | +33.7% | +31.2% |
| 1Y | +36.5% | +27.0% | +9.5% | +21.1% |
| 3Y | +98.1% | +149.1% | -51.0% | +34.5% |
| 5Y | +109.3% | +132.1% | -22.8% | +39.9% |
| 10Y | +547.9% | +365.9% | +182.0% | +203.7% |
| All | +1,121.3% | +137.6% | +983.7% | +586.8% |
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