+62.9%
FDX vs COPX
+193.3%
-130.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.8% |
| 7D | -2.3% | +6.0% | -8.3% | -3.9% |
| 30D | -4.9% | +6.4% | -11.3% | -6.7% |
| 3M | -6.5% | +19.3% | -25.7% | -11.4% |
| 6M | +6.7% | +16.2% | -9.6% | +0.6% |
| YTD | +33.9% | +33.2% | +0.7% | +19.9% |
| 1Y | +72.2% | +90.2% | -18.1% | +37.3% |
| 3Y | +60.2% | +175.7% | -115.4% | +10.1% |
| 5Y | +62.9% | +193.1% | -130.2% | +7.6% |
| All | +62.9% | +193.3% | -130.3% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling