+76.9%
FICO vs COPX
+119.7%
-42.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -0.9% | -1.0% | 0.0% | -0.9% |
| 30D | +3.3% | -14.8% | +18.1% | +5.7% |
| 3M | -31.7% | -17.2% | -14.5% | -29.9% |
| 6M | -34.0% | -14.5% | -19.5% | -33.1% |
| YTD | -58.3% | -0.4% | -57.9% | -60.2% |
| 1Y | -57.9% | +21.9% | -79.8% | -62.0% |
| 3Y | -24.1% | +123.7% | -147.8% | -45.7% |
| All | +76.9% | +119.7% | -42.8% | +30.4% |
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 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