+101.7%
FICO vs COPX
+171.2%
-69.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.6% | -16.0% | -16.6% |
| 7D | -19.2% | -4.0% | -15.2% | -18.6% |
| 30D | -14.6% | +4.5% | -19.1% | -15.3% |
| 3M | -20.1% | +0.8% | -20.9% | -20.5% |
| 6M | -36.3% | +3.2% | -39.5% | -37.3% |
| YTD | -44.9% | +26.7% | -71.6% | -49.2% |
| 1Y | -38.6% | +85.7% | -124.3% | -49.6% |
| 3Y | +4.0% | +151.2% | -147.2% | -25.3% |
| All | +101.7% | +171.2% | -69.5% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling