+3.7%
FICO vs COPX
+171.8%
-168.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.1% |
| 7D | -15.4% | +5.8% | -21.2% | -15.7% |
| 30D | -10.4% | +7.2% | -17.6% | -10.8% |
| 3M | -22.7% | +16.5% | -39.2% | -23.3% |
| 6M | -36.8% | +18.4% | -55.2% | -37.6% |
| YTD | -44.8% | +31.9% | -76.7% | -47.1% |
| 1Y | -39.3% | +88.5% | -127.8% | -45.8% |
| 3Y | +3.7% | +173.1% | -169.4% | -14.9% |
| All | +3.7% | +171.8% | -168.1% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling