+368.7%
FFIV vs COPX
+118.6%
+250.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.8% |
| 7D | -0.5% | -2.8% | +2.3% | +0.4% |
| 30D | -32.4% | -14.3% | -18.1% | -28.7% |
| 3M | -25.7% | -19.0% | -6.6% | -20.4% |
| 6M | -13.5% | -24.4% | +10.9% | -6.1% |
| YTD | +21.1% | -3.2% | +24.3% | +17.6% |
| 1Y | +29.4% | +15.2% | +14.3% | +17.6% |
| 3Y | +94.9% | +127.6% | -32.7% | +32.0% |
| 5Y | +34.7% | +106.0% | -71.3% | -8.5% |
| 10Y | +119.0% | +313.7% | -194.7% | +1.4% |
| All | +368.7% | +118.6% | +250.1% | +180.2% |
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