+235.5%
FFIV vs COPX
+584.4%
-348.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.0% | +5.5% | +0.6% |
| 7D | +1.6% | -2.9% | +4.5% | +2.4% |
| 30D | -3.7% | 0.0% | -3.8% | -4.0% |
| 3M | +2.0% | +14.8% | -12.8% | -3.0% |
| 6M | +39.3% | +7.0% | +32.2% | +33.7% |
| YTD | +56.1% | +23.8% | +32.3% | +41.6% |
| 1Y | +22.0% | +75.7% | -53.7% | -1.9% |
| 3Y | +148.2% | +156.4% | -8.2% | +70.6% |
| 5Y | +96.3% | +167.6% | -71.2% | +28.8% |
| All | +235.5% | +584.4% | -348.9% | +53.2% |
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 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