-56.4%
FICO vs COPX
+31.7%
-88.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -2.8% |
| 7D | +0.4% | -3.0% | +3.4% | +0.1% |
| 30D | +1.7% | -13.6% | +15.3% | +0.6% |
| 3M | -33.0% | -11.2% | -21.8% | -33.3% |
| 6M | -33.9% | -2.4% | -31.5% | -32.7% |
| YTD | -58.5% | +4.2% | -62.7% | -58.9% |
| 1Y | -56.4% | +32.2% | -88.5% | -58.3% |
| All | -56.4% | +31.7% | -88.1% | -58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling