+99.1%
FFIV vs COPX
+193.3%
-94.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +2.9% | +3.6% |
| 7D | +3.5% | +6.0% | -2.5% | +1.9% |
| 30D | -1.3% | +6.4% | -7.7% | -3.0% |
| 3M | +2.4% | +19.3% | -16.9% | -2.8% |
| 6M | +41.8% | +16.2% | +25.6% | +34.3% |
| YTD | +58.5% | +33.2% | +25.4% | +42.9% |
| 1Y | +24.3% | +90.2% | -65.9% | +0.3% |
| 3Y | +152.0% | +175.7% | -23.6% | +75.9% |
| 5Y | +99.1% | +193.1% | -94.0% | +31.9% |
| All | +99.1% | +193.3% | -94.2% | +31.9% |
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