+177.0%
FDX vs COPX
+584.4%
-407.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +3.3% |
| 7D | -3.9% | -2.9% | -1.0% | -3.1% |
| 30D | -3.3% | 0.0% | -3.3% | -3.8% |
| 3M | -2.0% | +14.8% | -16.8% | -7.7% |
| 6M | +8.0% | +7.0% | +1.0% | +2.8% |
| YTD | +35.0% | +23.8% | +11.2% | +20.0% |
| 1Y | +73.7% | +75.7% | -2.0% | +33.7% |
| 3Y | +61.6% | +156.4% | -94.8% | +3.1% |
| 5Y | +65.4% | +167.6% | -102.2% | -0.7% |
| All | +177.0% | +584.4% | -407.4% | +4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling