+492.0%
FFIV vs COPX
+186.2%
+305.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.0% | -4.0% | +3.0% | +0.4% |
| 30D | -5.1% | +4.5% | -9.6% | -6.7% |
| 3M | -4.5% | +0.8% | -5.3% | -5.7% |
| 6M | +36.5% | +3.2% | +33.3% | +31.7% |
| YTD | +53.0% | +26.7% | +26.3% | +35.6% |
| 1Y | +24.2% | +85.7% | -61.5% | -5.1% |
| 3Y | +137.2% | +151.2% | -14.0% | +56.2% |
| 5Y | +91.8% | +170.0% | -78.2% | +18.3% |
| 10Y | +215.2% | +572.9% | -357.7% | +21.0% |
| All | +492.0% | +186.2% | +305.7% | +223.1% |
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