-59.0%
FICO vs COPX
+20.6%
-79.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +4.0% | -1.5% | +5.5% | +3.8% |
| 30D | -1.5% | -14.0% | +12.5% | -2.8% |
| 3M | -29.8% | -17.1% | -12.7% | -30.7% |
| 6M | -33.3% | -15.9% | -17.4% | -32.9% |
| YTD | -56.9% | +2.6% | -59.5% | -57.3% |
| All | -59.0% | +20.6% | -79.6% | -60.4% |
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