+431.1%
FDX vs COPX
+131.8%
+299.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | -2.1% | -1.5% | -0.5% | -1.6% |
| 30D | +10.4% | -14.0% | +24.4% | +16.1% |
| 3M | +0.5% | -17.1% | +17.6% | +6.4% |
| 6M | +6.5% | -15.9% | +22.4% | +10.7% |
| YTD | +40.2% | +2.6% | +37.6% | +32.6% |
| 1Y | +52.1% | +21.6% | +30.5% | +34.5% |
| 3Y | +72.8% | +142.7% | -69.9% | +12.6% |
| 5Y | +76.3% | +122.2% | -46.0% | +14.7% |
| 10Y | +155.7% | +338.8% | -183.0% | +15.5% |
| All | +431.1% | +131.8% | +299.3% | +172.2% |
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